Taiyo Kisokogyo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.10% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5753 | 16.88 | |
| 0.1921 | 15.32 | |
| 0.7204 | 75.11 | |
| -0.0087 | -0.44 |
Estimation Period:
Dec 29, 1997 to Feb 13, 2026
Dec 29, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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