Takashimaya Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:33.16% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1042 | 21.35 | |
| 0.0567 | 18.14 | |
| 0.9073 | 359.62 | |
| 0.0311 | 4.94 |
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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