Toho Co Ltd/Tokyo EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:26.55% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0595 | 16.21 | |
| 0.2053 | 34.02 | |
| 0.9586 | 442.55 | |
| -0.0652 | -12.28 |
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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