Keikyu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.98% (+18.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0687 | 21.31 | |
| 0.0850 | 22.55 | |
| 0.8658 | 289.78 | |
| 0.0600 | 7.86 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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