Daido Steel Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:41.25% (-2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2898 | 17.87 | |
| 0.0652 | 20.51 | |
| 0.8521 | 227.95 | |
| 0.0944 | 11.73 |
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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