Kao Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.07% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1254 | 20.17 | |
| 0.0607 | 15.49 | |
| 0.8663 | 201.85 | |
| 0.0533 | 6.48 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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