Daiko Tsusan Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.87% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3494 | 7.02 | |
| 0.2132 | 15.05 | |
| 0.7342 | 42.45 | |
| -0.0288 | -0.84 |
Estimation Period:
Mar 12, 2019 to Feb 13, 2026
Mar 12, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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