Ryohin Keikaku Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.06% (-3.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6721 | 15.49 | |
| 0.1075 | 11.18 | |
| 0.7423 | 86.63 | |
| 0.1246 | 6.03 |
Estimation Period:
Aug 16, 1995 to Feb 13, 2026
Aug 16, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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