Kobayashi Yoko Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.42% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1447 | 19.80 | |
| 0.1983 | 13.68 | |
| 0.7846 | 163.59 | |
| 0.0343 | 1.19 |
Estimation Period:
Oct 1, 1997 to Feb 13, 2026
Oct 1, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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