Hibiya Engineering Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.21% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3287 | 4.74 | |
| 0.1321 | 6.18 | |
| 0.7492 | 20.06 | |
| -0.1400 | -2.22 | |
| 0.2500 | 3.04 | |
| -0.2165 | -4.25 | |
| 0.2093 | 3.84 | |
| -0.1499 | -2.84 | |
| 0.0596 | 0.98 | |
| -0.0134 | -0.23 | |
| -0.0386 | -0.79 | |
| 0.0850 | 1.76 | |
| 0.0161 | 0.26 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
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