Takashimaya Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.27% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0467 | 19.61 | |
| 0.1647 | 33.16 | |
| 0.9734 | 701.33 | |
| -0.0185 | -4.33 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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