Kawasaki Heavy Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.44% (+4.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0781 | 18.87 | |
| 0.0496 | 23.81 | |
| 0.9144 | 421.40 | |
| 0.0569 | 12.11 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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