Toray Industries Inc GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.75% (-2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2011 | 29.30 | |
| 0.1278 | 39.84 | |
| 0.8223 | 214.70 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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