Daiwa Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.67% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0897 | 16.70 | |
| 0.1385 | 15.43 | |
| 0.8911 | 275.72 | |
| -0.0593 | -5.07 |
Estimation Period:
Jan 22, 1999 to Feb 13, 2026
Jan 22, 1999 to Feb 13, 2026
News Impact Curve
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