Kyoto Kimono Yuzen Holdings GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:80.44% (+29.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0323 | 12.53 | |
| 0.0829 | 12.60 | |
| 0.9081 | 299.02 | |
| 0.0180 | 1.50 |
Estimation Period:
Oct 12, 1999 to Feb 10, 2026
Oct 12, 1999 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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