Chuokeizai-Sha Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.95% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1330 | 11.54 | |
| 0.0827 | 11.37 | |
| 0.8839 | 161.75 | |
| 0.0300 | 2.00 |
Estimation Period:
Jun 5, 1997 to Feb 13, 2026
Jun 5, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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