Daiwa Cycle Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.50% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 6.13 | |
| 0.0771 | 3.51 | |
| 0.3794 | 4.23 | |
| 0.0377 | 0.65 |
Estimation Period:
Nov 8, 2023 to Feb 13, 2026
Nov 8, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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