Asahi Concrete Works Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.58% (+10.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 12.83 | |
| 0.0616 | 16.70 | |
| 0.9179 | 368.65 | |
| 0.0409 | 5.18 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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