Tokio Marine Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.55% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1604 | 23.33 | |
| 0.0772 | 21.55 | |
| 0.8567 | 252.50 | |
| 0.0601 | 6.15 |
Estimation Period:
Apr 1, 2002 to Feb 13, 2026
Apr 1, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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