Toyobo Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.53% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3846 | 6.58 | |
| 0.1348 | 9.61 | |
| 0.7757 | 30.89 | |
| -0.0128 | -0.34 | |
| 0.0715 | 1.24 | |
| -0.1570 | -3.96 | |
| 0.1814 | 5.36 | |
| -0.1097 | -3.11 | |
| 0.0212 | 0.57 | |
| 0.0188 | 0.49 | |
| -0.0454 | -1.19 | |
| 0.0568 | 1.97 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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