Daiichi Koutsu Sangyo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:9.99% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0127 | 9.33 | |
| 0.0612 | 11.72 | |
| 0.9440 | 382.81 | |
| -0.0105 | -1.37 |
Estimation Period:
Apr 29, 2002 to Feb 13, 2026
Apr 29, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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