Toho Chem Ind Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.97% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2113 | 19.70 | |
| 0.6278 | 41.33 | |
| -0.0963 | -6.13 | |
| 0.0132 | 1.34 | |
| 0.0386 | 4.08 | |
| 0.9613 | 102.61 |
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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