Tokai Carbon Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.09% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1787 | 20.61 | |
| 0.0560 | 23.68 | |
| 0.8870 | 359.98 | |
| 0.0724 | 11.39 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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