Kokusai Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:64.90% (-3.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2455 | 16.31 | |
| 0.2664 | 19.13 | |
| 0.7322 | 98.55 | |
| 0.0029 | 0.12 |
Estimation Period:
Mar 22, 2001 to Feb 13, 2026
Mar 22, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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