Toyobo Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.77% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4107 | 6.66 | |
| 0.1316 | 9.45 | |
| 0.7803 | 31.45 | |
| -0.0098 | -0.26 | |
| 0.0681 | 1.18 | |
| -0.1565 | -3.95 | |
| 0.1814 | 5.36 | |
| -0.1093 | -3.11 | |
| 0.0204 | 0.55 | |
| 0.0204 | 0.54 | |
| -0.0484 | -1.27 | |
| 0.0601 | 2.09 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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