Takashimaya Co Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:37.83% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1038 | 21.92 | |
| 0.0748 | 34.86 | |
| 0.9051 | 349.74 |
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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