Toyobo Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:29.21% (-3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3820 | 6.58 | |
| 0.1348 | 9.60 | |
| 0.7752 | 30.77 | |
| -0.0126 | -0.33 | |
| 0.0710 | 1.23 | |
| -0.1564 | -3.97 | |
| 0.1815 | 5.38 | |
| -0.1105 | -3.14 | |
| 0.0222 | 0.59 | |
| 0.0182 | 0.48 | |
| -0.0449 | -1.17 | |
| 0.0567 | 1.96 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Toyobo Co Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities