Daiichi Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.52% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1609 | 15.26 | |
| 0.1944 | 16.45 | |
| 0.8036 | 93.95 | |
| -0.1106 | -7.45 |
Estimation Period:
Dec 6, 2000 to Feb 10, 2026
Dec 6, 2000 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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