Kushikatsu Tanaka Holdings GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.40% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2813 | 12.12 | |
| 0.1673 | 8.65 | |
| 0.8400 | 94.02 | |
| -0.0516 | -1.94 |
Estimation Period:
Sep 14, 2016 to Feb 13, 2026
Sep 14, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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