Takashimaya Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:33.03% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0464 | 19.49 | |
| 0.1638 | 33.09 | |
| 0.9736 | 702.42 | |
| -0.0190 | -4.47 |
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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