Kobelco Wire Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:20.18% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1100 | 17.39 | |
| 0.1113 | 15.28 | |
| 0.8647 | 268.79 | |
| 0.0479 | 2.80 |
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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