Daishin Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:96.53% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9180 | 7.92 | |
| 0.0894 | 9.03 | |
| 0.8635 | 57.61 | |
| 0.0404 | 1.22 | |
| 0.0088 | 0.17 | |
| -0.1804 | -4.99 | |
| 0.2167 | 6.22 | |
| -0.1399 | -3.60 | |
| 0.1008 | 2.29 | |
| -0.0476 | -1.09 | |
| -0.0212 | -0.50 | |
| 0.0372 | 1.16 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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