Kurimoto Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.77% (+8.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1474 | 14.87 | |
| 0.0610 | 19.43 | |
| 0.8904 | 263.19 | |
| 0.0643 | 7.86 |
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Jan 5, 1990 to Feb 6, 2026
News Impact Curve
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