Tobesoft Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.04% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0731 | 2.01 | |
| 0.2537 | 5.08 | |
| 0.6923 | 57.64 | |
| -0.0627 | -0.10 | |
| -0.3974 | -0.49 | |
| 1.3017 | 2.34 | |
| -1.7600 | -2.77 | |
| 1.7632 | 3.38 | |
| -1.3799 | -2.95 | |
| 0.8437 | 1.31 | |
| -0.9065 | -1.20 | |
| 2.0180 | 2.72 | |
| -8.4194 | -8.26 |
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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