Tsuzuki Denki Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.60% (-2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5615 | 6.06 | |
| 0.1012 | 4.25 | |
| 0.6745 | 18.87 | |
| 0.1740 | 1.98 |
Estimation Period:
Feb 7, 2025 to Feb 6, 2026
Feb 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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