Tokyu Fudosan Holdings Corp GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.93% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2411 | 19.09 | |
| 0.1084 | 19.89 | |
| 0.8265 | 129.09 |
Estimation Period:
Oct 1, 2013 to Jan 30, 2026
Oct 1, 2013 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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