Tokai Kisen Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:9.72% (+1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8466 | 5.78 | |
| 0.2988 | 9.38 | |
| 0.5888 | 18.11 | |
| 0.0867 | 2.26 | |
| -0.1403 | -2.27 | |
| 0.0809 | 1.82 | |
| -0.0507 | -1.51 | |
| 0.0379 | 1.45 | |
| -0.0157 | -0.57 | |
| 0.0117 | 0.51 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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