Taiho Kogyo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.19% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3997 | 23.92 | |
| 0.1205 | 18.20 | |
| 0.7787 | 139.10 | |
| 0.0681 | 5.74 |
Estimation Period:
Mar 15, 1999 to Feb 13, 2026
Mar 15, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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