Tokyo Rope Mfg Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.73% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2975 | 8.52 | |
| 0.1090 | 7.68 | |
| 0.8333 | 42.48 | |
| 0.0451 | 3.30 | |
| -0.0753 | -3.53 | |
| 0.0495 | 3.22 | |
| -0.0357 | -2.25 | |
| 0.0352 | 1.95 | |
| -0.0709 | -2.94 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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