Chofu Seisakusho Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.06% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9970 | 6.35 | |
| 0.1103 | 9.91 | |
| 0.8407 | 51.46 | |
| 0.1023 | 4.18 | |
| -0.1608 | -4.35 | |
| 0.1005 | 3.58 | |
| -0.0644 | -2.11 | |
| 0.0209 | 0.67 | |
| 0.0230 | 0.77 | |
| -0.0793 | -1.91 |
Estimation Period:
Jan 4, 1990 to Jan 30, 2026
Jan 4, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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