Toray Industries Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.82% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1910 | 26.03 | |
| 0.0761 | 21.52 | |
| 0.8298 | 226.61 | |
| 0.0951 | 10.15 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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