Tokai Rika Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.17% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1175 | 8.03 | |
| 0.0941 | 8.19 | |
| 0.8254 | 39.81 | |
| 0.0167 | 0.50 | |
| 0.0021 | 0.04 | |
| -0.0806 | -2.65 | |
| 0.1569 | 5.57 | |
| -0.1810 | -6.11 | |
| 0.1207 | 3.78 | |
| -0.0337 | -1.09 | |
| -0.0110 | -0.37 | |
| 0.0173 | 0.79 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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