Kyodo Public Relations Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.66% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5687 | 5.63 | |
| 0.2234 | 6.34 | |
| 0.5611 | 10.36 | |
| 1.1075 | 6.82 | |
| -1.7626 | -7.01 | |
| 1.0283 | 5.12 | |
| -0.5062 | -2.50 | |
| 0.0221 | 0.10 | |
| 0.4617 | 1.97 | |
| -0.8538 | -3.94 | |
| 0.8630 | 4.75 | |
| -0.5199 | -2.27 | |
| 0.2480 | 0.68 |
Estimation Period:
Mar 28, 2005 to Feb 10, 2026
Mar 28, 2005 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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