Taiheiyo Kouhatsu Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.73% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0720 | 19.80 | |
| 0.1137 | 21.48 | |
| 0.8807 | 346.46 | |
| 0.0111 | 1.14 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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