Sekisui Kasei Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:38.28% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1170 | 22.03 | |
| 0.0601 | 21.08 | |
| 0.8879 | 320.88 | |
| 0.0641 | 9.95 |
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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