Tohoku Steel Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.54% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6665 | 4.12 | |
| 0.1624 | 6.84 | |
| 0.7267 | 21.20 | |
| 0.0361 | 0.27 | |
| -0.2031 | -1.03 | |
| 0.3718 | 2.99 | |
| -0.3445 | -3.01 | |
| 0.2015 | 1.81 | |
| -0.0176 | -0.13 | |
| -0.1969 | -1.23 | |
| 0.2868 | 2.22 | |
| -0.1823 | -1.70 | |
| 0.1510 | 0.95 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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