Tosoh Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.33% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0391 | 10.66 | |
| 0.1366 | 31.42 | |
| 0.9822 | 707.63 | |
| -0.0593 | -14.11 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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