Tokyu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:26.78% (+2.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0792 | 20.49 | |
| 0.0735 | 22.34 | |
| 0.8857 | 334.08 | |
| 0.0494 | 6.46 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities