Toyobo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:32.46% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0837 | 17.88 | |
| 0.0571 | 18.55 | |
| 0.8990 | 350.62 | |
| 0.0602 | 8.91 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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