Tokyo Kikai Seisakusho Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.29% (+7.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4079 | 5.84 | |
| 0.1325 | 8.69 | |
| 0.8226 | 40.65 | |
| 0.0173 | 1.20 | |
| -0.0252 | -1.19 | |
| 0.0285 | 1.78 | |
| -0.0497 | -2.80 | |
| 0.0530 | 2.90 | |
| -0.0328 | -2.35 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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