Tokyu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.71% (+0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0782 | 20.39 | |
| 0.0735 | 22.35 | |
| 0.8859 | 334.92 | |
| 0.0496 | 6.52 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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