Keihanshin Building Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.32% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1262 | 18.07 | |
| 0.0585 | 15.83 | |
| 0.8857 | 204.04 | |
| 0.0492 | 6.27 |
Estimation Period:
Apr 27, 1994 to Feb 13, 2026
Apr 27, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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