Kintetsu Department Store Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.49% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0982 | 8.01 | |
| 0.0566 | 12.49 | |
| 0.9141 | 227.10 | |
| 0.0089 | 1.01 |
Estimation Period:
Jan 22, 1999 to Feb 13, 2026
Jan 22, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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