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 Thursday, May 21st, 2026
1 Day
30.58%
decreased by 0.08%
1 Week
31.21%
increased by 0.55%
1 Month
33.62%
increased by 2.96%
Analysis last updated: Thursday, May 21, 2026 at 08:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0774 | 10.59 | |
| 0.0672 | 6.96 | |
| 0.9222 | 293.40 | |
| 0.0212 | 0.94 |
Estimation Period:
Aug 8, 1994 to May 15, 2026
Aug 8, 1994 to May 15, 2026
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