Tohokushinsha Film Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.43% (+1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2983 | 21.36 | |
| 0.1306 | 18.40 | |
| 0.7880 | 143.87 | |
| 0.0605 | 3.79 |
Estimation Period:
Oct 9, 2002 to Feb 13, 2026
Oct 9, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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