Tokyo Gas Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:31.04% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0824 | 19.42 | |
| 0.0609 | 16.23 | |
| 0.8841 | 256.34 | |
| 0.0577 | 7.07 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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