Koei Tecmo Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.92% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1445 | 10.95 | |
| 0.3181 | 6.05 | |
| 0.4201 | 10.12 | |
| -0.3181 | -5.98 |
Estimation Period:
Mar 14, 2022 to Feb 6, 2026
Mar 14, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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