Taiheiyo Cement Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:34.61% (+1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0466 | 17.80 | |
| 0.1881 | 41.06 | |
| 0.9775 | 960.26 | |
| -0.0611 | -14.22 |
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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