Tokyo Gas Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:28.85% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0826 | 19.42 | |
| 0.0616 | 16.31 | |
| 0.8840 | 255.86 | |
| 0.0566 | 6.93 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Tokyo Gas Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities