Tokai Tokyo Finl Hldgs Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.97% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1390 | 22.48 | |
| 0.0780 | 26.76 | |
| 0.8765 | 372.33 | |
| 0.0605 | 8.87 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Tokai Tokyo Finl Hldgs Inc Analyses
Other GJR-GARCH Analyses on International Equities