Tachi-S Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.05% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2977 | 14.15 | |
| 0.0538 | 13.85 | |
| 0.8854 | 200.14 | |
| 0.0331 | 5.21 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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