Kato Sangyo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.57% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0858 | 20.87 | |
| 0.0557 | 15.33 | |
| 0.9038 | 324.06 | |
| 0.0341 | 4.51 |
Estimation Period:
Aug 8, 1997 to Feb 10, 2026
Aug 8, 1997 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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