Toyota Tsusho Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.12% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1722 | 21.08 | |
| 0.0364 | 15.60 | |
| 0.8936 | 313.78 | |
| 0.0749 | 11.20 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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