Totetsu Kogyo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.40% (-2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1019 | 20.98 | |
| 0.0823 | 18.23 | |
| 0.8820 | 269.48 | |
| 0.0436 | 5.87 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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