Hakuhodo Dy Hldgs Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.19% (+1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6583 | 9.03 | |
| 0.0790 | 4.06 | |
| 0.8018 | 19.52 | |
| 0.0065 | 0.07 | |
| -0.1747 | -1.06 | |
| 0.3358 | 1.83 | |
| -0.2053 | -0.83 | |
| -0.0855 | -0.37 | |
| 0.3158 | 2.24 | |
| -0.3314 | -3.22 | |
| 0.2188 | 1.72 | |
| -0.3304 | -1.19 |
Estimation Period:
Feb 18, 2005 to Feb 13, 2026
Feb 18, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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