Tokyu Fudosan Holdings Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.95% (+3.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2359 | 16.37 | |
| 0.0441 | 9.58 | |
| 0.8335 | 140.60 | |
| 0.1205 | 6.35 |
Estimation Period:
Oct 1, 2013 to Feb 13, 2026
Oct 1, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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