Taiko Pharmaceutical GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.10% (+3.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6288 | 16.19 | |
| 0.1957 | 12.12 | |
| 0.7158 | 67.15 | |
| 0.0703 | 3.12 |
Estimation Period:
Mar 20, 2009 to Feb 13, 2026
Mar 20, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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