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V-Lab

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 Friday, July 17th, 2026

1 Day

21.07%

decreased by 0.29%

1 Week

21.99%

increased by 0.63%

1 Month

25.34%

increased by 3.98%

Analysis last updated: Friday, July 17, 2026 at 08:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daito Koun Co Ltd GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 8, 1994 to Jul 10, 2026

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0786
10.53***
α

ARCH

Response to squared shocks

0.0693
6.91***
β

GARCH

Volatility persistence

0.9206
284.85***
γ

leverage

Additional response to negative shocks

0.0202
0.89

Persistence:

1.000

Half-life:

-