Kabuki-Za Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:7.12% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0135 | 16.57 | |
| 0.1829 | 18.67 | |
| 0.8553 | 226.32 | |
| -0.0762 | -5.30 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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