Tokai Kisen Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.50% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 8.36 | |
| 0.0796 | 15.12 | |
| 0.9407 | 374.63 | |
| -0.0407 | -6.19 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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