Casio Computer Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
38.08%
increased by 3.14%
1 Week
38.01%
increased by 3.07%
1 Month
37.78%
increased by 2.84%
Analysis last updated: Thursday, May 21, 2026 at 07:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1423 | 14.91 | |
| 0.0417 | 18.54 | |
| 0.9010 | 273.21 | |
| 0.0613 | 10.74 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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