Tobesoft Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:46.67% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8219 | 2.42 | |
| 0.0983 | 4.20 | |
| 0.8371 | 21.65 | |
| -0.0352 | -0.06 | |
| -0.3923 | -0.48 | |
| 1.2250 | 2.31 | |
| -1.6448 | -2.77 | |
| 1.5828 | 3.24 | |
| -1.1023 | -2.60 | |
| 0.3681 | 0.71 | |
| 0.0069 | 0.01 | |
| 0.0386 | 0.09 | |
| -0.0715 | -0.28 |
Estimation Period:
Jun 3, 2010 to Jun 2, 2025
Jun 3, 2010 to Jun 2, 2025
News Impact Curve
Volatility Forecasts
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