Toho Gas Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.67% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6792 | 8.33 | |
| 0.1000 | 8.08 | |
| 0.8437 | 48.50 | |
| 0.0054 | 1.99 | |
| -0.0007 | -0.15 | |
| -0.0112 | -1.60 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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