Okamoto Machine Tool Works Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:84.73% (-12.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2080 | 5.82 | |
| 0.1239 | 6.51 | |
| 0.7395 | 19.44 | |
| 0.0557 | 1.13 | |
| -0.0002 | -0.00 | |
| -0.1142 | -2.56 | |
| 0.0106 | 0.22 | |
| 0.1421 | 2.96 | |
| -0.1845 | -4.15 | |
| 0.1860 | 4.33 | |
| -0.1597 | -3.76 | |
| 0.0699 | 1.67 | |
| 0.0070 | 0.22 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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