Tsubakimoto Chain Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.79% (+1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1646 | 15.65 | |
| 0.0536 | 17.38 | |
| 0.8874 | 316.15 | |
| 0.0652 | 9.07 |
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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