Olympus Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:67.23% (-6.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8871 | 8.21 | |
| 0.1222 | 8.64 | |
| 0.7878 | 31.74 | |
| -0.0674 | -2.36 | |
| 0.1714 | 3.85 | |
| -0.2151 | -6.56 | |
| 0.1825 | 6.19 | |
| -0.0878 | -2.37 | |
| -0.0081 | -0.20 | |
| 0.0518 | 0.98 | |
| -0.0390 | -0.64 | |
| 0.0366 | 0.52 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Olympus Corp Analyses
Other Spline-GARCH Analyses on International Equities