Takamatsu Construction Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:53.65% (+21.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0363 | 12.32 | |
| 0.0754 | 13.17 | |
| 0.9239 | 286.20 | |
| -0.0012 | -0.14 |
Estimation Period:
Jan 25, 1999 to Feb 13, 2026
Jan 25, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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