Toho Co Ltd/Tokyo GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.58% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1193 | 19.73 | |
| 0.0497 | 17.73 | |
| 0.8766 | 241.48 | |
| 0.0873 | 11.73 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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