Tokyo Soir Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.68% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6108 | 4.81 | |
| 0.1523 | 7.67 | |
| 0.7988 | 33.95 | |
| 0.0540 | 0.72 | |
| -0.0794 | -0.73 | |
| -0.0109 | -0.16 | |
| 0.1155 | 1.72 | |
| -0.0735 | -1.07 | |
| -0.0900 | -1.23 | |
| 0.0960 | 1.36 | |
| 0.1243 | 1.22 | |
| -0.2944 | -2.37 | |
| 0.2172 | 2.62 |
Estimation Period:
Jan 8, 1990 to Feb 10, 2026
Jan 8, 1990 to Feb 10, 2026
News Impact Curve
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