Taihei Machinery Works Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:85.76% (-7.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5187 | 13.01 | |
| 0.1874 | 15.76 | |
| 0.8283 | 129.52 | |
| -0.0572 | -3.43 |
Estimation Period:
Jan 26, 1999 to Feb 13, 2026
Jan 26, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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