Tokyu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.30% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0795 | 20.52 | |
| 0.0739 | 22.36 | |
| 0.8854 | 332.96 | |
| 0.0492 | 6.43 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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