Kamakura Shinsho Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:38.54% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2275 | 18.26 | |
| 0.2814 | 11.75 | |
| 0.7111 | 79.65 | |
| -0.1266 | -3.88 |
Estimation Period:
Dec 4, 2015 to Feb 13, 2026
Dec 4, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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