Yodoko Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.06% (+5.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1396 | 5.83 | |
| 0.1159 | 8.34 | |
| 0.8163 | 30.36 | |
| -0.0892 | -2.38 | |
| 0.2469 | 4.68 | |
| -0.3032 | -8.52 | |
| 0.2253 | 5.82 | |
| -0.1256 | -3.28 | |
| 0.0686 | 1.81 | |
| -0.0291 | -0.65 | |
| 0.0150 | 0.28 | |
| -0.0438 | -0.62 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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