Takada Kiko Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.06% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0133 | 11.25 | |
| 0.0373 | 9.14 | |
| 0.9575 | 403.85 | |
| 0.0103 | 1.45 |
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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