Keio Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.21% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0746 | 16.60 | |
| 0.0568 | 13.99 | |
| 0.8865 | 245.28 | |
| 0.0677 | 6.98 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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