Kawasaki Heavy Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:44.79% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0786 | 18.92 | |
| 0.0496 | 23.78 | |
| 0.9142 | 419.75 | |
| 0.0571 | 12.15 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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