Kyoei Steel Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.21% (+9.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2398 | 19.22 | |
| 0.0574 | 16.08 | |
| 0.8682 | 211.15 | |
| 0.0684 | 8.30 |
Estimation Period:
Dec 19, 2006 to Feb 13, 2026
Dec 19, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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