Hakuhodo Dy Hldgs Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.78% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6500 | 9.01 | |
| 0.0763 | 3.97 | |
| 0.8177 | 22.38 | |
| -0.0387 | -0.60 | |
| -0.0754 | -0.81 | |
| 0.2913 | 4.42 | |
| -0.3393 | -3.20 | |
| 0.2462 | 1.68 | |
| -0.0718 | -0.54 | |
| -0.0772 | -0.83 | |
| 0.0973 | 1.73 |
Estimation Period:
Feb 18, 2005 to Feb 10, 2026
Feb 18, 2005 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Hakuhodo Dy Hldgs Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities