Daishin Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:69.07% (-2.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9165 | 7.92 | |
| 0.0867 | 8.97 | |
| 0.8667 | 58.40 | |
| 0.0432 | 1.30 | |
| 0.0042 | 0.08 | |
| -0.1775 | -4.92 | |
| 0.2151 | 6.18 | |
| -0.1394 | -3.59 | |
| 0.1008 | 2.30 | |
| -0.0472 | -1.09 | |
| -0.0223 | -0.53 | |
| 0.0386 | 1.21 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Daishin Securities Co Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities