Toho Systems Science Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.85% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2155 | 19.00 | |
| 0.2442 | 18.83 | |
| 0.7518 | 119.72 | |
| -0.0105 | -0.53 |
Estimation Period:
Jan 14, 2002 to Feb 13, 2026
Jan 14, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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