Komeri Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.10% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0819 | 18.27 | |
| 0.0506 | 20.63 | |
| 0.9102 | 354.17 | |
| 0.0438 | 7.20 |
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Oct 28, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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