Kitakei Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.78% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 10.98 | |
| 0.0711 | 13.39 | |
| 0.9387 | 356.66 | |
| -0.0213 | -3.24 |
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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