Tokuyama Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:41.03% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1441 | 18.03 | |
| 0.0609 | 17.08 | |
| 0.8927 | 311.35 | |
| 0.0578 | 8.85 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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