Takuma Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.19% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0179 | 10.50 | |
| 0.1855 | 7.69 | |
| 0.6008 | 15.60 | |
| -0.0004 | -0.02 | |
| 0.0724 | 1.83 | |
| -0.1465 | -4.26 | |
| 0.1516 | 5.13 | |
| -0.1263 | -4.24 | |
| 0.0418 | 1.40 | |
| 0.0234 | 0.82 | |
| -0.0144 | -0.48 | |
| -0.0328 | -0.81 |
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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