Tokyo Auto Machine Works Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.90% (+3.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0967 | 6.39 | |
| 0.1307 | 5.61 | |
| 0.7190 | 15.11 | |
| 0.0692 | 2.80 | |
| -0.1555 | -4.05 | |
| 0.1346 | 4.52 | |
| -0.0554 | -1.79 | |
| -0.0056 | -0.12 | |
| 0.0319 | 0.59 | |
| -0.0242 | -0.62 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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