Toso Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.70% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6172 | 3.74 | |
| 0.1638 | 7.53 | |
| 0.6967 | 19.68 | |
| -0.2932 | -2.38 | |
| 0.2527 | 1.41 | |
| 0.1191 | 0.97 | |
| -0.1000 | -0.92 | |
| -0.0215 | -0.21 | |
| -0.0192 | -0.17 | |
| 0.2875 | 2.28 | |
| -0.4159 | -3.11 | |
| 0.2362 | 1.82 | |
| 0.0468 | 0.30 |
Estimation Period:
Feb 12, 1996 to Feb 6, 2026
Feb 12, 1996 to Feb 6, 2026
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