Totetsu Kogyo Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:60.77% (+27.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4510 | 8.11 | |
| 0.1677 | 8.10 | |
| 0.6601 | 19.06 | |
| -0.0192 | -0.43 | |
| 0.1178 | 1.82 | |
| -0.2382 | -5.75 | |
| 0.2166 | 4.90 | |
| -0.0686 | -1.68 | |
| -0.0256 | -0.72 | |
| 0.0008 | 0.02 | |
| 0.0373 | 1.01 | |
| -0.0315 | -0.82 | |
| 0.0199 | 0.65 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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