Kamigumi Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.48% (+6.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1985 | 9.73 | |
| 0.0607 | 13.10 | |
| 0.8206 | 162.76 | |
| 0.1342 | 7.34 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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