Tsuruha Holdings Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.05% (-2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9714 | 6.05 | |
| 0.1891 | 6.30 | |
| 0.5581 | 9.57 | |
| -0.1290 | -2.11 | |
| 0.2219 | 2.26 | |
| -0.1511 | -1.98 | |
| 0.0802 | 1.27 | |
| 0.0080 | 0.14 | |
| -0.1657 | -1.47 |
Estimation Period:
Nov 16, 2005 to Feb 6, 2026
Nov 16, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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