Takashima & Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.67% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0862 | 13.42 | |
| 0.0653 | 18.75 | |
| 0.9028 | 326.97 | |
| 0.0638 | 8.01 |
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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