Kyokuto Boeki Kaisha Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.73% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2883 | 16.68 | |
| 0.0866 | 15.97 | |
| 0.8499 | 187.90 | |
| 0.0385 | 3.68 |
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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