Taihei Dengyo Kaisha Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.43% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9377 | 15.95 | |
| 0.0538 | 11.77 | |
| 0.7363 | 67.10 | |
| 0.0873 | 7.19 |
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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