Toho Co Ltd/Tokyo GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:24.90% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1192 | 19.74 | |
| 0.0496 | 17.72 | |
| 0.8767 | 241.85 | |
| 0.0871 | 11.71 |
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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