Kosei Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.86% (+2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2931 | 22.62 | |
| 0.1171 | 20.72 | |
| 0.8400 | 201.54 | |
| 0.0361 | 3.13 |
Estimation Period:
Feb 27, 1991 to Feb 13, 2026
Feb 27, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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