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Tokyo Auto Machine Works Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.90% (+3.58%)
Analysis last updated: Wednesday, February 11, 2026 at 10:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tokyo Auto Machine Works Ltd S0GARCH
paramt-stat
ω1.09676.39
α0.13075.61
β0.719015.11
γ10.06922.80
γ2-0.1555-4.05
γ30.13464.52
γ4-0.0554-1.79
γ5-0.0056-0.12
γ60.03190.59
γ7-0.0242-0.62
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts