Chugoku Kogyo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.93% (+4.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2449 | 17.90 | |
| 0.1601 | 17.34 | |
| 0.8148 | 135.87 | |
| 0.0409 | 2.93 |
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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