Toho GAS Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.77% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7688 | 12.97 | |
| 0.1291 | 6.66 | |
| 0.6941 | 35.43 | |
| -0.0308 | -1.05 |
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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