Himacs Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.46% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8772 | 5.38 | |
| 0.2681 | 6.73 | |
| 0.4993 | 8.91 | |
| -0.0800 | -1.10 | |
| 0.2786 | 2.71 | |
| -0.3226 | -4.70 | |
| 0.2568 | 3.42 | |
| -0.2596 | -2.13 | |
| 0.2547 | 1.91 | |
| -0.3069 | -3.12 | |
| 0.2800 | 4.54 |
Estimation Period:
Sep 20, 2001 to Feb 13, 2026
Sep 20, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Himacs Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities