Toda Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.51% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5666 | 7.71 | |
| 0.1232 | 8.72 | |
| 0.7891 | 36.79 | |
| 0.0740 | 6.34 | |
| -0.1159 | -6.61 | |
| 0.0600 | 4.78 | |
| -0.0191 | -1.66 | |
| -0.0124 | -1.07 | |
| 0.0346 | 2.05 |
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Jan 5, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities