Koatsu Gas Kogyo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.91% (+1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0999 | 25.01 | |
| 0.0643 | 20.58 | |
| 0.8802 | 354.50 | |
| 0.0753 | 10.13 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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