Hobonichi Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.86% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6791 | 2.09 | |
| 0.3464 | 4.43 | |
| 0.4191 | 5.26 | |
| 2.2642 | 1.39 | |
| -2.5396 | -1.18 | |
| 1.5257 | 1.40 | |
| -3.7740 | -3.14 | |
| 5.7857 | 4.29 | |
| -5.5665 | -4.58 | |
| 3.8853 | 3.08 | |
| -3.6491 | -1.71 | |
| 4.0950 | 1.49 | |
| -2.8721 | -1.44 |
Estimation Period:
Mar 16, 2017 to Feb 10, 2026
Mar 16, 2017 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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