Taiyo Yuden Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.37% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1080 | 16.29 | |
| 0.0327 | 16.45 | |
| 0.9398 | 477.31 | |
| 0.0320 | 8.02 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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