Daito Koun Co Ltd GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
27.80%
decreased by 0.74%
1 Week
28.50%
decreased by 0.04%
1 Month
31.14%
increased by 2.60%
Analysis last updated: Sunday, June 14, 2026 at 12:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0781 | 10.57 | |
| 0.0683 | 6.93 | |
| 0.9214 | 289.12 | |
| 0.0205 | 0.91 |
Estimation Period:
Aug 8, 1994 to Jun 12, 2026
Aug 8, 1994 to Jun 12, 2026
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