Takuma Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.73% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0233 | 10.39 | |
| 0.1855 | 7.63 | |
| 0.6043 | 15.73 | |
| 0.0044 | 0.19 | |
| 0.0615 | 1.56 | |
| -0.1332 | -3.88 | |
| 0.1368 | 4.60 | |
| -0.1121 | -3.74 | |
| 0.0291 | 0.97 | |
| 0.0370 | 1.31 | |
| -0.0377 | -1.35 | |
| 0.0251 | 1.19 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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