Renet Japan Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.62% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3728 | 8.45 | |
| 0.1793 | 2.22 | |
| 0.6446 | 5.14 | |
| 0.0079 | 2.66 |
Estimation Period:
Dec 20, 2016 to Feb 13, 2026
Dec 20, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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