Daishin Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:52.86% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9186 | 8.01 | |
| 0.0853 | 8.91 | |
| 0.8683 | 58.84 | |
| 0.0413 | 1.25 | |
| 0.0077 | 0.15 | |
| -0.1801 | -5.01 | |
| 0.2166 | 6.24 | |
| -0.1402 | -3.62 | |
| 0.1012 | 2.31 | |
| -0.0473 | -1.09 | |
| -0.0228 | -0.54 | |
| 0.0392 | 1.23 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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