Toho Co Ltd (Wholesale) GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.51% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 15.68 | |
| 0.0712 | 21.95 | |
| 0.9145 | 420.25 | |
| 0.0287 | 3.78 |
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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