Shikoku Kasei Holdings Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:64.71% (-3.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1152 | 22.43 | |
| 0.0614 | 18.19 | |
| 0.8929 | 311.32 | |
| 0.0491 | 7.53 |
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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