Toei Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.73% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1126 | 18.60 | |
| 0.0398 | 17.50 | |
| 0.9042 | 340.04 | |
| 0.0769 | 12.81 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
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