Kyowa Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.02% (-4.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6547 | 20.16 | |
| 0.3908 | 11.18 | |
| 0.5448 | 45.79 | |
| -0.0806 | -1.40 |
Estimation Period:
Mar 19, 2018 to Feb 13, 2026
Mar 19, 2018 to Feb 13, 2026
News Impact Curve
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