Toagosei Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.16% (+2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0241 | 6.48 | |
| 0.1256 | 7.05 | |
| 0.8112 | 32.71 | |
| -0.1766 | -3.73 | |
| 0.3515 | 5.11 | |
| -0.3181 | -6.75 | |
| 0.1912 | 4.00 | |
| -0.0337 | -0.71 | |
| -0.0271 | -0.47 | |
| 0.0167 | 0.26 | |
| -0.0013 | -0.03 | |
| -0.0341 | -0.56 | |
| 0.0185 | 0.21 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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