Tokai Rika Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.16% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1497 | 20.73 | |
| 0.0492 | 19.08 | |
| 0.8932 | 291.22 | |
| 0.0527 | 9.26 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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