Anabuki Kosan Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.12% (+8.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0878 | 16.63 | |
| 0.1300 | 18.14 | |
| 0.8269 | 197.44 | |
| 0.0798 | 4.73 |
Estimation Period:
Jun 18, 2004 to Feb 13, 2026
Jun 18, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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