Arakawa Chemical Industries GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:47.25% (-3.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1859 | 21.10 | |
| 0.0902 | 19.23 | |
| 0.8542 | 194.77 | |
| 0.0240 | 2.80 |
Estimation Period:
Nov 26, 1999 to Feb 13, 2026
Nov 26, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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