Chiyoda Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:20.85% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1987 | 25.38 | |
| 0.0806 | 23.43 | |
| 0.8560 | 240.31 | |
| 0.0689 | 8.86 |
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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