Toshiba Tec Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:38.54% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1773 | 9.09 | |
| 0.0343 | 9.35 | |
| 0.9100 | 257.58 | |
| 0.0540 | 6.99 |
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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