Tamai Steamship Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:72.00% (-5.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3803 | 11.67 | |
| 0.1614 | 14.90 | |
| 0.8397 | 148.74 | |
| -0.0141 | -0.87 |
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Sep 30, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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