Tokyo Keiki Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:45.15% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6335 | 22.51 | |
| 0.0903 | 17.38 | |
| 0.8102 | 157.15 | |
| 0.0826 | 6.22 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Tokyo Keiki Inc Analyses
Other GJR-GARCH Analyses on International Equities