IHI Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:64.74% (+1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2010 | 7.04 | |
| 0.1130 | 9.32 | |
| 0.8339 | 51.56 | |
| 0.0119 | 0.33 | |
| 0.0629 | 1.15 | |
| -0.1709 | -4.39 | |
| 0.1606 | 3.79 | |
| -0.1154 | -2.25 | |
| 0.0857 | 1.64 | |
| -0.0466 | -0.98 | |
| 0.0370 | 0.83 | |
| -0.0473 | -1.41 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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