Toho Co Ltd/Tokyo EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.31% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0595 | 16.22 | |
| 0.2054 | 34.02 | |
| 0.9585 | 442.34 | |
| -0.0652 | -12.27 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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