Tokyo Finance Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:75.34% (+6.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1588 | 5.31 | |
| 0.1024 | 6.90 | |
| 0.8551 | 35.52 | |
| -0.2232 | -1.36 | |
| 0.3232 | 1.20 | |
| 0.1148 | 0.56 | |
| -0.6075 | -3.55 | |
| 0.7631 | 4.74 | |
| -0.4993 | -3.13 | |
| 0.0981 | 0.86 |
Estimation Period:
Oct 22, 2008 to Feb 6, 2026
Oct 22, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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