Daiwa Tsushin Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:33.83% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6546 | 17.90 | |
| 0.8602 | 7.21 | |
| 0.1910 | 5.84 | |
| -0.1024 | -0.51 |
Estimation Period:
Dec 26, 2022 to Feb 13, 2026
Dec 26, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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