Tohoku Steel Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.37% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 12.77 | |
| 0.0491 | 13.43 | |
| 0.9484 | 516.02 | |
| 0.0049 | 0.73 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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