Taiheiyo Cement Corp AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:30.08% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0718 | 12.56 | |
| 0.1018 | 52.46 | |
| 0.8801 | 478.59 | |
| 0.8263 | 27.02 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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