Daishin Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:98.82% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8667 | 8.27 | |
| 0.0911 | 8.85 | |
| 0.8509 | 51.44 | |
| 0.0299 | 0.96 | |
| 0.0255 | 0.54 | |
| -0.1932 | -5.85 | |
| 0.2315 | 7.28 | |
| -0.1558 | -4.37 | |
| 0.1097 | 2.72 | |
| -0.0366 | -0.92 | |
| -0.0697 | -1.56 | |
| 0.1984 | 1.96 |
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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