Tomita Electric Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.72% (+0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5003 | 20.43 | |
| 0.1783 | 21.08 | |
| 0.8450 | 186.70 | |
| -0.0761 | -6.71 |
Estimation Period:
Jan 4, 1996 to Feb 13, 2026
Jan 4, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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