Tokushu Tokai Paper Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.07% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2025 | 16.47 | |
| 0.1537 | 11.45 | |
| 0.7890 | 98.50 | |
| 0.0432 | 2.29 |
Estimation Period:
Apr 2, 2007 to Jan 30, 2026
Apr 2, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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