Taiheiyo Cement Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:31.88% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1262 | 23.30 | |
| 0.0562 | 20.98 | |
| 0.8847 | 426.56 | |
| 0.0901 | 14.15 |
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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