Tobu Railway Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.70% (+15.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9743 | 10.17 | |
| 0.1446 | 8.26 | |
| 0.7481 | 22.43 | |
| 0.0743 | 6.20 | |
| -0.1087 | -5.63 | |
| 0.0515 | 3.16 | |
| -0.0248 | -1.23 | |
| 0.0220 | 1.06 | |
| -0.0448 | -2.22 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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