Daicel Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.01% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2678 | 14.39 | |
| 0.0504 | 17.75 | |
| 0.8429 | 161.34 | |
| 0.1118 | 10.27 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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