Citizen Watch Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:62.08% (+31.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1899 | 17.00 | |
| 0.0675 | 21.40 | |
| 0.8673 | 235.68 | |
| 0.0638 | 7.95 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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