Tokyo Cosmos Electric Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.34% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5956 | 12.62 | |
| 0.1102 | 15.62 | |
| 0.8210 | 161.14 | |
| 0.0527 | 3.23 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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