Kohsai Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.05% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0990 | 11.49 | |
| 0.1172 | 15.46 | |
| 0.9145 | 233.76 | |
| -0.0634 | -6.73 |
Estimation Period:
Oct 30, 1995 to Feb 13, 2026
Oct 30, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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