Taiheiyo Cement Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.17% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1252 | 23.16 | |
| 0.0559 | 20.86 | |
| 0.8850 | 427.35 | |
| 0.0903 | 14.21 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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