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Takamatsu Machinery Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.53% (-1.11%)
Analysis last updated: Sunday, February 15, 2026 at 01:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Takamatsu Machinery Co Ltd S0GARCH
paramt-stat
ω1.41636.26
α0.19368.16
β0.643617.32
γ1-0.2289-3.60
γ20.43354.65
γ3-0.3279-4.77
γ40.16992.05
γ5-0.0362-0.31
γ6-0.0768-0.64
γ70.11781.31
γ8-0.0490-0.96
Estimation Period:
Mar 22, 2001 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts