Takashimaya Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:37.00% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1040 | 21.22 | |
| 0.0559 | 18.03 | |
| 0.9074 | 359.22 | |
| 0.0324 | 5.14 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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