Taiheiyo Cement Corp GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:33.75% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1281 | 26.06 | |
| 0.1022 | 45.12 | |
| 0.8825 | 408.57 |
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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