Daishin Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:71.63% (-2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8650 | 8.32 | |
| 0.0888 | 8.73 | |
| 0.8531 | 51.53 | |
| 0.0291 | 0.94 | |
| 0.0272 | 0.58 | |
| -0.1947 | -5.91 | |
| 0.2327 | 7.34 | |
| -0.1573 | -4.43 | |
| 0.1118 | 2.79 | |
| -0.0395 | -1.00 | |
| -0.0649 | -1.46 | |
| 0.1820 | 1.81 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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