Kyodo Public Relations Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.92% (-2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5151 | 5.48 | |
| 0.2242 | 6.36 | |
| 0.5597 | 10.31 | |
| 1.0689 | 6.50 | |
| -1.7019 | -6.68 | |
| 0.9901 | 4.87 | |
| -0.4785 | -2.35 | |
| 0.0027 | 0.01 | |
| 0.4741 | 2.01 | |
| -0.8570 | -3.95 | |
| 0.8546 | 5.00 | |
| -0.5013 | -3.00 | |
| 0.2041 | 1.43 |
Estimation Period:
Mar 28, 2005 to Feb 6, 2026
Mar 28, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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