Kei Industries Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
37.69%
decreased by 0.79%
1 Week
38.73%
increased by 0.25%
1 Month
41.96%
increased by 3.48%
Analysis last updated: Thursday, May 21, 2026 at 07:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3367 | 16.91 | |
| 0.0630 | 18.18 | |
| 0.8965 | 221.47 | |
| 0.0192 | 2.72 |
Estimation Period:
Jul 5, 2006 to May 15, 2026
Jul 5, 2006 to May 15, 2026
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