Casio Computer Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
32.54%
decreased by 0.94%
1 Week
32.77%
decreased by 0.71%
1 Month
33.55%
increased by 0.07%
Analysis last updated: Friday, June 12, 2026 at 08:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1429 | 14.94 | |
| 0.0418 | 18.59 | |
| 0.9007 | 272.94 | |
| 0.0618 | 10.80 |
Estimation Period:
Jan 3, 1990 to Jun 5, 2026
Jan 3, 1990 to Jun 5, 2026
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