Hokuetsu Metal Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.43% (+4.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4314 | 1.94 | |
| 0.2549 | 7.33 | |
| 0.5622 | 12.41 | |
| 0.3315 | 2.00 | |
| -0.6334 | -2.96 | |
| 0.4980 | 6.01 | |
| -0.2873 | -3.33 | |
| 0.1347 | 1.19 | |
| -0.1185 | -1.07 | |
| 0.1675 | 1.89 | |
| -0.0793 | -0.74 | |
| -0.2267 | -1.20 |
Estimation Period:
Sep 30, 1993 to Feb 6, 2026
Sep 30, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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