Kasumigaseki Capital Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:55.27% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4416 | 6.74 | |
| 0.1979 | 5.85 | |
| 0.7502 | 27.64 | |
| -0.1147 | -3.45 |
Estimation Period:
Nov 28, 2018 to Feb 10, 2026
Nov 28, 2018 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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