Taiheiyo Cement Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:33.19% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1266 | 23.35 | |
| 0.0565 | 21.02 | |
| 0.8844 | 425.61 | |
| 0.0901 | 14.13 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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