Tsutsumi Jewelry Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.77% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1535 | 18.58 | |
| 0.0999 | 24.19 | |
| 0.8556 | 229.39 | |
| 0.0488 | 4.51 |
Estimation Period:
Aug 9, 1994 to Feb 13, 2026
Aug 9, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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