Tokai Carbon Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.75% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1778 | 20.52 | |
| 0.0560 | 23.69 | |
| 0.8872 | 360.50 | |
| 0.0723 | 11.38 |
Estimation Period:
Jan 4, 1990 to Jan 30, 2026
Jan 4, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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