Tokyo Gas Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:27.95% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0880 | 21.62 | |
| 0.7313 | 53.60 | |
| 0.0741 | 9.25 | |
| 0.0136 | 2.85 | |
| 0.0220 | 4.49 | |
| 0.9730 | 170.23 |
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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