Takamatsu Machinery Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.17% (+1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3849 | 6.67 | |
| 0.2070 | 7.88 | |
| 0.5957 | 14.80 | |
| -0.2399 | -3.99 | |
| 0.4528 | 5.09 | |
| -0.3432 | -5.14 | |
| 0.1813 | 2.27 | |
| -0.0458 | -0.42 | |
| -0.0485 | -0.42 | |
| 0.0246 | 0.27 | |
| 0.2233 | 2.26 |
Estimation Period:
Mar 22, 2001 to Feb 10, 2026
Mar 22, 2001 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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