Tosei Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.89% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8179 | 4.15 | |
| 0.1461 | 6.88 | |
| 0.7773 | 28.23 | |
| 0.4682 | 4.60 | |
| -0.6583 | -4.45 | |
| 0.2944 | 3.01 | |
| -0.2765 | -2.89 | |
| 0.3779 | 4.00 | |
| -0.3063 | -3.44 | |
| 0.1180 | 1.33 | |
| 0.0117 | 0.09 |
Estimation Period:
Mar 1, 2004 to Feb 13, 2026
Mar 1, 2004 to Feb 13, 2026
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