Katakura Chikkarin Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
59.70%
decreased by 1.88%
1 Week
59.19%
decreased by 2.39%
1 Month
57.28%
decreased by 4.30%
Analysis last updated: Thursday, May 21, 2026 at 07:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0730 | 15.23 | |
| 0.0636 | 16.32 | |
| 0.9164 | 244.90 | |
| 0.0124 | 1.76 |
Estimation Period:
Jan 5, 1990 to May 15, 2026
Jan 5, 1990 to May 15, 2026
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