Tokyo Auto Machine Works Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.65% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1213 | 6.49 | |
| 0.1307 | 5.60 | |
| 0.7173 | 14.86 | |
| 0.0751 | 3.05 | |
| -0.1646 | -4.30 | |
| 0.1405 | 4.72 | |
| -0.0602 | -1.90 | |
| -0.0008 | -0.02 | |
| 0.0241 | 0.38 | |
| -0.0045 | -0.06 |
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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