Tosoh Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.76% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0799 | 10.93 | |
| 0.0374 | 16.11 | |
| 0.9232 | 338.17 | |
| 0.0640 | 8.30 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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