Toho Chem Ind Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.06% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0263 | 11.99 | |
| 0.0758 | 17.70 | |
| 0.9335 | 370.16 | |
| -0.0186 | -2.96 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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