Kohsoku Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.40% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0382 | 12.17 | |
| 0.0662 | 12.80 | |
| 0.9173 | 246.12 | |
| 0.0293 | 3.17 |
Estimation Period:
Aug 29, 1996 to Feb 13, 2026
Aug 29, 1996 to Feb 13, 2026
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