Daiichi Kigenso Kagaku-Kogyo GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:118.03% (-5.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1658 | 10.58 | |
| 0.0798 | 12.18 | |
| 0.9158 | 181.03 | |
| -0.0239 | -2.96 |
Estimation Period:
Dec 3, 2004 to Feb 13, 2026
Dec 3, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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