Tsugami Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.93% (+2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1811 | 17.85 | |
| 0.0558 | 17.48 | |
| 0.9019 | 331.08 | |
| 0.0543 | 7.99 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
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