Asahi Kagaku Kogyo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.12% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0463 | 10.60 | |
| 0.0847 | 20.09 | |
| 0.9341 | 343.29 | |
| -0.0400 | -6.93 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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