Tokyu Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:24.93% (+2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0468 | 8.66 | |
| 0.1215 | 8.76 | |
| 0.8106 | 42.44 | |
| 0.0371 | 4.73 | |
| -0.0530 | -4.42 | |
| 0.0200 | 2.15 | |
| 0.0026 | 0.26 | |
| -0.0229 | -1.46 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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