Toyo Shutter Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.75% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9315 | 6.24 | |
| 0.2019 | 7.62 | |
| 0.6205 | 17.22 | |
| -0.0042 | -0.15 | |
| 0.0732 | 1.80 | |
| -0.1866 | -6.46 | |
| 0.1977 | 6.70 | |
| -0.1286 | -4.08 | |
| 0.0841 | 2.40 | |
| -0.0597 | -1.58 | |
| 0.0389 | 1.41 |
Estimation Period:
Jan 5, 1990 to Jan 30, 2026
Jan 5, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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