Takashimaya Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:36.66% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1041 | 21.38 | |
| 0.0571 | 18.14 | |
| 0.9072 | 359.59 | |
| 0.0307 | 4.85 |
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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