Gendai Agency Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.23% (+7.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9380 | 3.64 | |
| 0.2641 | 6.86 | |
| 0.6802 | 21.17 | |
| -0.2206 | -1.06 | |
| 0.3003 | 0.97 | |
| -0.0242 | -0.11 | |
| -0.4738 | -1.91 | |
| 1.1225 | 3.51 | |
| -1.2987 | -3.62 | |
| 0.9979 | 2.85 | |
| -0.3980 | -1.28 | |
| -0.2895 | -1.02 | |
| 0.4215 | 2.27 |
Estimation Period:
Sep 16, 2004 to Feb 13, 2026
Sep 16, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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