Kaneka Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.94% (+1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1931 | 17.09 | |
| 0.0476 | 16.88 | |
| 0.8599 | 227.36 | |
| 0.0926 | 13.65 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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