Toei Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.60% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1757 | 7.49 | |
| 0.1103 | 7.33 | |
| 0.7926 | 32.33 | |
| -0.0381 | -1.25 | |
| 0.1012 | 2.14 | |
| -0.1591 | -4.09 | |
| 0.1708 | 4.80 | |
| -0.1223 | -3.98 | |
| 0.1031 | 2.76 | |
| -0.1050 | -2.31 | |
| 0.0751 | 1.89 | |
| -0.0452 | -0.99 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
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