Taihei Machinery Works Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:75.67% (-7.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2186 | 17.13 | |
| 0.2900 | 30.04 | |
| 0.9327 | 213.88 | |
| 0.0421 | 5.01 |
Estimation Period:
Jan 26, 1999 to Feb 10, 2026
Jan 26, 1999 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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