Kyb Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.36% (+3.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2672 | 10.00 | |
| 0.0595 | 18.16 | |
| 0.8633 | 152.20 | |
| 0.0907 | 8.54 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
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