Komori Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.54% (+3.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2521 | 21.99 | |
| 0.0533 | 20.14 | |
| 0.8683 | 245.64 | |
| 0.0624 | 8.93 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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