Taoka Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:73.38% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0525 | 12.61 | |
| 0.0410 | 16.06 | |
| 0.9459 | 471.30 | |
| 0.0197 | 4.00 |
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Sep 30, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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