TOTO Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.12% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1520 | 20.03 | |
| 0.0392 | 15.28 | |
| 0.8936 | 300.06 | |
| 0.0650 | 9.23 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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