Japan PropTech Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.17% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8093 | 6.22 | |
| 0.1404 | 2.34 | |
| 0.2302 | 1.25 | |
| -2.6703 | -1.32 | |
| 7.7424 | 2.27 | |
| -8.5348 | -2.70 | |
| 3.3574 | 1.11 | |
| 2.3035 | 0.76 | |
| -4.9075 | -1.43 | |
| 6.8376 | 2.25 | |
| -8.1986 | -2.76 | |
| 5.4363 | 1.85 | |
| -2.9353 | -0.81 |
Estimation Period:
Jul 31, 2020 to Feb 13, 2026
Jul 31, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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