Tosoh Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:47.99% (+14.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0017 | 4.17 | |
| 0.1121 | 6.79 | |
| 0.7748 | 26.19 | |
| -0.0085 | -0.19 | |
| 0.1146 | 1.85 | |
| -0.2251 | -6.45 | |
| 0.2081 | 7.03 | |
| -0.1357 | -4.36 | |
| 0.0660 | 2.28 | |
| -0.0408 | -1.44 | |
| 0.0220 | 0.70 | |
| 0.0111 | 0.25 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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