Tokyu Corp GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.23% (+1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0825 | 22.60 | |
| 0.1001 | 37.96 | |
| 0.8825 | 315.84 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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