Tokyu Construction Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:51.63% (-3.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2776 | 14.43 | |
| 0.1077 | 11.28 | |
| 0.8122 | 101.50 | |
| 0.1099 | 4.81 |
Estimation Period:
Oct 1, 2003 to Feb 13, 2026
Oct 1, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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