Takada Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.76% (+4.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9371 | 3.96 | |
| 0.2577 | 5.68 | |
| 0.5203 | 8.74 | |
| -0.0133 | -0.11 | |
| -0.1970 | -1.17 | |
| 0.3683 | 4.07 | |
| -0.2656 | -3.27 | |
| 0.2850 | 3.39 | |
| -0.3397 | -3.79 | |
| 0.2526 | 2.51 | |
| -0.0989 | -0.87 | |
| 0.0082 | 0.08 | |
| -0.2240 | -1.46 |
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Oct 28, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities