Tokyo Century Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.42% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6779 | 5.62 | |
| 0.1750 | 7.51 | |
| 0.6716 | 18.57 | |
| 0.2604 | 4.94 | |
| -0.4454 | -5.66 | |
| 0.3012 | 5.82 | |
| -0.1772 | -3.98 | |
| 0.1553 | 3.59 | |
| -0.2431 | -5.52 | |
| 0.2906 | 4.19 |
Estimation Period:
Sep 18, 2003 to Feb 13, 2026
Sep 18, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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