Waseda Gakushukenkyukai Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:3.28% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9879 | 2.87 | |
| 0.2865 | 2.10 | |
| 0.2882 | 1.39 | |
| 0.1864 | 0.11 | |
| 3.5671 | 1.28 | |
| -13.4060 | -3.55 |
Estimation Period:
Dec 22, 2023 to Feb 13, 2026
Dec 22, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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