Kyokuto Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.93% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2291 | 17.59 | |
| 0.1042 | 15.66 | |
| 0.8395 | 206.00 | |
| 0.0298 | 2.12 |
Estimation Period:
Apr 20, 2005 to Feb 13, 2026
Apr 20, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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