Taihei Machinery Works Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.24% (-5.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7910 | 4.65 | |
| 0.2721 | 5.32 | |
| 0.4353 | 6.75 | |
| -0.0470 | -0.55 | |
| 0.0606 | 0.48 | |
| 0.0746 | 0.76 | |
| -0.2542 | -2.67 | |
| 0.3425 | 3.72 | |
| -0.3364 | -2.73 | |
| 0.2504 | 1.91 | |
| -0.0549 | -0.46 | |
| -0.0827 | -0.29 |
Estimation Period:
Jan 26, 1999 to Feb 10, 2026
Jan 26, 1999 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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