Aichi Tokei Denki Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.27% (+4.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1241 | 15.70 | |
| 0.0792 | 16.68 | |
| 0.8812 | 262.81 | |
| 0.0414 | 4.20 |
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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