Toyo Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.89% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9601 | 7.99 | |
| 0.1209 | 9.72 | |
| 0.8153 | 50.72 | |
| -0.0023 | -1.99 | |
| 0.0032 | 2.29 |
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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