T Kawabe & Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.63% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1500 | 15.42 | |
| 0.0978 | 9.68 | |
| 0.9003 | 292.11 | |
| -0.0108 | -0.63 |
Estimation Period:
Aug 9, 1994 to Feb 13, 2026
Aug 9, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other T Kawabe & Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities