Tomoe Engineering Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.73% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1440 | 13.42 | |
| 0.1135 | 15.83 | |
| 0.8550 | 207.73 | |
| 0.0273 | 2.22 |
Estimation Period:
May 30, 1996 to Feb 13, 2026
May 30, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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