Chiyoda Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:101.23% (-5.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2088 | 19.30 | |
| 0.0694 | 21.94 | |
| 0.8874 | 319.78 | |
| 0.0591 | 8.02 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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