Taiyo Yuden Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:49.34% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1074 | 16.28 | |
| 0.0328 | 16.50 | |
| 0.9399 | 478.83 | |
| 0.0317 | 7.96 |
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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