Koken Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.24% (+1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0756 | 15.37 | |
| 0.1621 | 14.95 | |
| 0.8755 | 201.45 | |
| -0.0752 | -5.69 |
Estimation Period:
Jan 25, 1995 to Feb 10, 2026
Jan 25, 1995 to Feb 10, 2026
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