Asahi Yukizai Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:34.12% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2221 | 24.08 | |
| 0.1107 | 20.05 | |
| 0.8176 | 183.77 | |
| 0.0503 | 4.61 |
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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