Tosoh Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:34.26% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0793 | 10.94 | |
| 0.0372 | 16.10 | |
| 0.9236 | 340.30 | |
| 0.0636 | 8.33 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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