Takamatsu Machinery Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.53% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4163 | 6.26 | |
| 0.1936 | 8.16 | |
| 0.6436 | 17.32 | |
| -0.2289 | -3.60 | |
| 0.4335 | 4.65 | |
| -0.3279 | -4.77 | |
| 0.1699 | 2.05 | |
| -0.0362 | -0.31 | |
| -0.0768 | -0.64 | |
| 0.1178 | 1.31 | |
| -0.0490 | -0.96 |
Estimation Period:
Mar 22, 2001 to Feb 13, 2026
Mar 22, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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