Chiyoda Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:103.46% (+2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2079 | 19.28 | |
| 0.0691 | 22.32 | |
| 0.8878 | 320.97 | |
| 0.0590 | 8.12 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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