Kitagawa Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.95% (+2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1552 | 16.93 | |
| 0.0667 | 19.78 | |
| 0.9009 | 265.76 | |
| 0.0326 | 4.20 |
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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