Tsuruha Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.48% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7175 | 23.12 | |
| 0.1168 | 12.57 | |
| 0.6182 | 57.62 | |
| 0.1608 | 8.40 |
Estimation Period:
Nov 16, 2005 to Feb 6, 2026
Nov 16, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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