Taiheiyo Cement Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.32% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1276 | 26.00 | |
| 0.1020 | 45.05 | |
| 0.8827 | 408.84 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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