Kappa Create Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.58% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 15.16 | |
| 0.0673 | 20.33 | |
| 0.9239 | 406.63 | |
| 0.0177 | 2.91 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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