Kokusai Electric Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:59.59% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5263 | 6.27 | |
| 0.0132 | 1.42 | |
| 0.6374 | 13.63 | |
| 0.1961 | 3.70 |
Estimation Period:
Oct 25, 2023 to Feb 13, 2026
Oct 25, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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