Kanematsu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.23% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0804 | 14.73 | |
| 0.0611 | 21.41 | |
| 0.9184 | 492.45 | |
| 0.0315 | 4.20 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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