Koyosha Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.04% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6066 | 15.35 | |
| 0.1755 | 14.32 | |
| 0.8219 | 119.39 | |
| -0.0170 | -1.03 |
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Oct 28, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities