Tokyo Steel Manufacturing Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.46% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0810 | 3.48 | |
| 0.1446 | 6.27 | |
| 0.6914 | 16.37 | |
| 0.0352 | 0.46 | |
| 0.0056 | 0.06 | |
| -0.1011 | -2.38 | |
| 0.0667 | 1.84 | |
| 0.0030 | 0.08 | |
| 0.0238 | 0.72 | |
| -0.1113 | -3.30 | |
| 0.1486 | 4.05 | |
| -0.1019 | -2.59 | |
| 0.0410 | 1.25 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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