IHI Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:68.45% (+1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3270 | 7.49 | |
| 0.1141 | 9.55 | |
| 0.8410 | 58.25 | |
| 0.0436 | 4.89 | |
| -0.0672 | -4.56 | |
| 0.0303 | 2.27 | |
| -0.0040 | -0.30 | |
| 0.0103 | 0.60 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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