Kintetsu Group Holdings Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.78% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1746 | 13.50 | |
| 0.1288 | 15.92 | |
| 0.7807 | 120.01 | |
| 0.0369 | 2.05 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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