Daiei Kankyo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:43.67% (-7.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8780 | 8.48 | |
| 0.0840 | 5.58 | |
| 0.6488 | 18.70 | |
| 0.0550 | 2.09 |
Estimation Period:
Dec 14, 2022 to Feb 13, 2026
Dec 14, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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