Dainichi Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.91% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0447 | 15.46 | |
| 0.0665 | 18.03 | |
| 0.9115 | 308.06 | |
| 0.0350 | 4.42 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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