Yodoko Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.10% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1604 | 5.77 | |
| 0.1131 | 8.38 | |
| 0.8227 | 31.28 | |
| -0.0776 | -2.03 | |
| 0.2259 | 4.18 | |
| -0.2836 | -7.78 | |
| 0.2046 | 5.20 | |
| -0.1049 | -2.72 | |
| 0.0495 | 1.33 | |
| -0.0090 | -0.21 | |
| -0.0146 | -0.34 | |
| 0.0163 | 0.53 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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