Tanabe Engineering Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.45% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0027 | 5.15 | |
| 0.0217 | 15.31 | |
| 0.9818 | 1,238.10 | |
| -0.0070 | -2.87 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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