Tokyo Century Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.88% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2000 | 22.47 | |
| 0.0843 | 16.98 | |
| 0.8403 | 204.65 | |
| 0.0931 | 8.70 |
Estimation Period:
Sep 18, 2003 to Feb 13, 2026
Sep 18, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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