Taiyo Bussan Kaisha Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:60.57% (-4.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9679 | 19.75 | |
| 0.2103 | 15.31 | |
| 0.6931 | 72.25 | |
| 0.0331 | 1.34 |
Estimation Period:
Jan 25, 1995 to Feb 13, 2026
Jan 25, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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