Tomita Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.05% (-3.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3035 | 5.21 | |
| 0.1266 | 5.64 | |
| 0.7814 | 21.96 | |
| -0.0305 | -0.84 | |
| 0.0075 | 0.14 | |
| 0.0422 | 1.10 | |
| -0.0352 | -0.79 | |
| 0.0642 | 1.01 | |
| -0.1482 | -1.23 |
Estimation Period:
Jan 26, 1995 to Feb 13, 2026
Jan 26, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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