Kei Industries Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
38.96%
decreased by 1.00%
1 Week
39.88%
decreased by 0.08%
1 Month
42.76%
increased by 2.80%
Analysis last updated: Friday, June 12, 2026 at 08:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3317 | 16.90 | |
| 0.0627 | 18.24 | |
| 0.8971 | 223.43 | |
| 0.0195 | 2.77 |
Estimation Period:
Jul 5, 2006 to Jun 5, 2026
Jul 5, 2006 to Jun 5, 2026
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