Daiichikosho Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.36% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0464 | 14.68 | |
| 0.0492 | 17.71 | |
| 0.9391 | 506.78 | |
| 0.0148 | 2.87 |
Estimation Period:
Sep 25, 1995 to Feb 13, 2026
Sep 25, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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