Kk Di-Nikko Engineering GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.19% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2482 | 14.35 | |
| 0.1395 | 16.65 | |
| 0.8324 | 160.70 | |
| 0.0375 | 2.46 |
Estimation Period:
Mar 22, 2007 to Feb 13, 2026
Mar 22, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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