Kitazato Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.91% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6197 | 4.53 | |
| 0.0947 | 3.30 | |
| 0.8321 | 22.52 | |
| -0.0947 | -3.24 |
Estimation Period:
Jun 25, 2025 to Feb 13, 2026
Jun 25, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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