Hobonichi Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.34% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7162 | 2.11 | |
| 0.3470 | 4.42 | |
| 0.4163 | 5.16 | |
| 2.3464 | 1.45 | |
| -2.6785 | -1.25 | |
| 1.6420 | 1.51 | |
| -3.9001 | -3.25 | |
| 5.9108 | 4.38 | |
| -5.6594 | -4.62 | |
| 3.9120 | 2.96 | |
| -3.5463 | -1.52 | |
| 3.6759 | 1.14 | |
| -1.4982 | -0.43 |
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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