KDDI Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.71% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0586 | 18.70 | |
| 0.0737 | 24.84 | |
| 0.9002 | 362.82 | |
| 0.0367 | 5.66 |
Estimation Period:
Sep 3, 1993 to Feb 13, 2026
Sep 3, 1993 to Feb 13, 2026
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