Toyobo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.64% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0838 | 17.89 | |
| 0.0573 | 18.51 | |
| 0.8988 | 349.60 | |
| 0.0601 | 8.89 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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