Katakura Chikkarin Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.84% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0668 | 14.46 | |
| 0.0568 | 16.04 | |
| 0.9220 | 258.70 | |
| 0.0156 | 2.37 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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