Taiheiyo Cement Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:31.09% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0623 | 22.77 | |
| 0.8382 | 206.40 | |
| 0.0932 | 20.95 | |
| 0.0347 | 8.64 | |
| 0.0281 | 7.77 | |
| 0.9666 | 225.63 |
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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