Kikusui Holdings Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.77% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0888 | 15.87 | |
| 0.0738 | 15.59 | |
| 0.9104 | 323.05 | |
| 0.0169 | 1.95 |
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Jan 20, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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