Tokyo Finance Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:77.30% (+5.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0499 | 11.70 | |
| 0.0870 | 8.91 | |
| 0.9124 | 319.13 | |
| -0.0064 | -0.36 |
Estimation Period:
Oct 22, 2008 to Feb 6, 2026
Oct 22, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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