Toa Corp (Construction) GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:89.54% (+22.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3080 | 18.71 | |
| 0.0929 | 12.83 | |
| 0.8296 | 142.31 | |
| 0.1057 | 7.07 |
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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