Denka Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
59.15%
decreased by 3.21%
1 Week
58.33%
decreased by 4.03%
1 Month
55.44%
decreased by 6.92%
Analysis last updated: Thursday, May 21, 2026 at 07:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1478 | 15.74 | |
| 0.0369 | 12.78 | |
| 0.8857 | 306.36 | |
| 0.1053 | 14.90 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
Other GJR-GARCH Analyses on International Equities