Tsumura & Co GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.23% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1046 | 14.25 | |
| 0.0575 | 19.29 | |
| 0.9214 | 225.83 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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