Tokyu Fudosan Holdings Corp AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.40% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2260 | 15.60 | |
| 0.1147 | 26.09 | |
| 0.8037 | 122.61 | |
| 0.7985 | 15.63 |
Estimation Period:
Oct 1, 2013 to Jan 30, 2026
Oct 1, 2013 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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