Tsukamoto Corp Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.83% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0730 | 18.11 | |
| 0.0984 | 19.15 | |
| 0.9039 | 321.34 | |
| -0.0047 | -0.70 |
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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