Hibiya Engineering Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.78% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3266 | 4.71 | |
| 0.1279 | 6.14 | |
| 0.7538 | 20.20 | |
| -0.1249 | -1.94 | |
| 0.2202 | 2.63 | |
| -0.1872 | -3.65 | |
| 0.1818 | 3.33 | |
| -0.1278 | -2.43 | |
| 0.0449 | 0.74 | |
| -0.0027 | -0.05 | |
| -0.0565 | -1.19 | |
| 0.1325 | 3.14 | |
| -0.1149 | -3.77 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
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