Toyo Kanetsu Kk Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.29% (+6.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8167 | 11.14 | |
| 0.1257 | 7.31 | |
| 0.7655 | 23.68 | |
| 0.0984 | 9.29 | |
| -0.1478 | -8.15 | |
| 0.0588 | 3.90 | |
| 0.0003 | 0.02 | |
| -0.0211 | -1.07 | |
| 0.0066 | 0.23 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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