Toho Co Ltd/Tokyo GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.45% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1193 | 19.74 | |
| 0.0496 | 17.72 | |
| 0.8766 | 241.70 | |
| 0.0873 | 11.73 |
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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