Kokusai Electric Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:78.97% (+3.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8699 | 5.31 | |
| 0.1088 | 5.07 | |
| 0.5934 | 9.54 | |
| 0.0852 | 1.27 |
Estimation Period:
Oct 26, 2023 to Feb 6, 2026
Oct 26, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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