Tamura Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:52.54% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2847 | 22.26 | |
| 0.0617 | 15.55 | |
| 0.8638 | 227.73 | |
| 0.0690 | 7.22 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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