Tobu Railway Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:21.28% (+2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9663 | 10.15 | |
| 0.1456 | 8.26 | |
| 0.7463 | 22.22 | |
| 0.0736 | 6.17 | |
| -0.1078 | -5.61 | |
| 0.0509 | 3.14 | |
| -0.0240 | -1.20 | |
| 0.0204 | 0.99 | |
| -0.0405 | -1.97 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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