Tokyo Finance Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:79.54% (+6.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1563 | 5.34 | |
| 0.1020 | 6.85 | |
| 0.8551 | 35.15 | |
| -0.2242 | -1.38 | |
| 0.3237 | 1.20 | |
| 0.1184 | 0.58 | |
| -0.6178 | -3.58 | |
| 0.7873 | 4.60 | |
| -0.5573 | -2.73 | |
| 0.2525 | 0.90 |
Estimation Period:
Oct 22, 2008 to Feb 6, 2026
Oct 22, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Tokyo Finance Ltd Analyses
Other Spline-GARCH Analyses on International Equities