TOTO Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:36.96% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1514 | 20.09 | |
| 0.0398 | 15.47 | |
| 0.8936 | 301.09 | |
| 0.0642 | 9.11 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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