Asahi Rubber Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.02% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1714 | 13.00 | |
| 0.0771 | 14.88 | |
| 0.9098 | 326.11 | |
| -0.0050 | -0.63 |
Estimation Period:
Sep 7, 1998 to Feb 13, 2026
Sep 7, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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