Toyo Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.29% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4431 | 27.24 | |
| 0.1197 | 21.17 | |
| 0.8221 | 218.75 | |
| 0.0034 | 0.37 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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