Japan Data Science Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:152.94% (+79.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3335 | 6.54 | |
| 0.1703 | 2.24 | |
| 0.0821 | 0.49 | |
| 2.8683 | 3.77 | |
| -3.8805 | -3.18 | |
| 1.4578 | 1.84 | |
| -0.1677 | -0.14 |
Estimation Period:
Dec 20, 2021 to Feb 13, 2026
Dec 20, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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