Tokyo Century Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.81% (+7.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8593 | 12.18 | |
| 0.0846 | 5.61 | |
| 0.6395 | 24.92 | |
| 0.0851 | 2.67 |
Estimation Period:
Jul 20, 2020 to Feb 6, 2026
Jul 20, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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