Tokyotokeiba Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.89% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2093 | 18.88 | |
| 0.0966 | 23.54 | |
| 0.8563 | 215.54 | |
| 0.0281 | 2.92 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Tokyotokeiba Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities