Mitsubishi Research Inst Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.37% (-2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1318 | 4.90 | |
| 0.1130 | 4.06 | |
| 0.8097 | 17.99 | |
| -0.0350 | -1.09 | |
| 0.0912 | 1.81 | |
| -0.1321 | -3.09 | |
| 0.1810 | 2.97 |
Estimation Period:
Sep 15, 2009 to Feb 10, 2026
Sep 15, 2009 to Feb 10, 2026
News Impact Curve
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