Takagi Seiko Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.86% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6335 | 18.02 | |
| 0.1290 | 11.06 | |
| 0.7862 | 94.33 | |
| 0.0052 | 0.29 |
Estimation Period:
Jun 8, 2007 to Feb 13, 2026
Jun 8, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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