Tpr Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.55% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4304 | 7.56 | |
| 0.1221 | 7.79 | |
| 0.7506 | 23.89 | |
| 0.0564 | 2.70 | |
| -0.1120 | -3.65 | |
| 0.1106 | 5.51 | |
| -0.0866 | -4.25 | |
| 0.0323 | 1.40 | |
| 0.0009 | 0.04 | |
| -0.0106 | -0.46 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
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