Tokyo Auto Machine Works Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.95% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0885 | 10.07 | |
| 0.0495 | 15.51 | |
| 0.9505 | 421.50 | |
| -0.0187 | -4.05 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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