Daikoku Denki Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.02% (+22.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5043 | 18.85 | |
| 0.1320 | 17.12 | |
| 0.7714 | 90.88 | |
| 0.0268 | 1.77 |
Estimation Period:
Nov 22, 2002 to Feb 13, 2026
Nov 22, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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