Kobayashi Pharmaceutical Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.94% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0746 | 17.07 | |
| 0.0539 | 10.88 | |
| 0.8991 | 219.28 | |
| 0.0593 | 9.39 |
Estimation Period:
Aug 17, 1999 to Feb 13, 2026
Aug 17, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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