Kyoto Hotel Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.93% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0537 | 12.24 | |
| 0.1111 | 12.40 | |
| 0.8915 | 175.03 | |
| -0.0051 | -0.45 |
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Oct 28, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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