Mitsubishi Research Inst Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.61% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1953 | 6.76 | |
| 0.1228 | 4.28 | |
| 0.8116 | 19.72 | |
| 0.0010 | 1.07 |
Estimation Period:
Sep 15, 2009 to Feb 13, 2026
Sep 15, 2009 to Feb 13, 2026
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