Idemitsu Kosan Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.72% (+1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2565 | 10.10 | |
| 0.0683 | 13.03 | |
| 0.8566 | 116.42 | |
| 0.0399 | 3.83 |
Estimation Period:
Oct 24, 2006 to Feb 13, 2026
Oct 24, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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