Daiichi Jitsugyo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.30% (+6.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2691 | 25.52 | |
| 0.0779 | 15.50 | |
| 0.8366 | 222.86 | |
| 0.0882 | 5.93 |
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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