W Tokyo Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.18% (-5.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6540 | 11.60 | |
| 0.3071 | 6.55 | |
| 0.4880 | 17.90 | |
| 0.1017 | 1.19 |
Estimation Period:
Jun 29, 2023 to Feb 13, 2026
Jun 29, 2023 to Feb 13, 2026
News Impact Curve
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