Tokyo Kaikan Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.32% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0230 | 6.22 | |
| 0.1523 | 7.53 | |
| 0.7704 | 28.96 | |
| -0.0142 | -2.18 | |
| 0.0104 | 1.02 | |
| 0.0182 | 1.75 |
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Jan 5, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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