Maxvalu Tokai Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.83% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4700 | 5.13 | |
| 0.2429 | 5.78 | |
| 0.6611 | 13.74 | |
| 0.1972 | 1.35 | |
| -0.3625 | -1.55 | |
| 0.3113 | 1.94 | |
| -0.2586 | -1.68 | |
| 0.2809 | 1.78 | |
| -0.2895 | -2.02 | |
| 0.1061 | 0.83 | |
| 0.2190 | 1.29 |
Estimation Period:
Aug 3, 2004 to Feb 13, 2026
Aug 3, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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