Tohoku Steel Co Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.77% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 12.16 | |
| 0.0517 | 26.34 | |
| 0.9483 | 517.35 |
Estimation Period:
Jan 20, 1995 to Jan 30, 2026
Jan 20, 1995 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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