Tsuchiya Hldg Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.57% (+14.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2035 | 21.51 | |
| 0.2571 | 15.63 | |
| 0.6240 | 66.39 | |
| -0.0366 | -1.25 |
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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