Takasho Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.35% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0492 | 11.18 | |
| 0.1272 | 20.69 | |
| 0.9150 | 330.92 | |
| -0.0843 | -11.32 |
Estimation Period:
Sep 2, 1998 to Feb 10, 2026
Sep 2, 1998 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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