Hokkan Holdings Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.36% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4562 | 3.83 | |
| 0.0941 | 7.63 | |
| 0.8522 | 49.44 | |
| -0.0456 | -0.75 | |
| 0.1625 | 2.00 | |
| -0.2552 | -5.31 | |
| 0.2273 | 4.76 | |
| -0.1205 | -2.26 | |
| 0.0291 | 0.48 | |
| 0.0300 | 0.58 | |
| -0.0476 | -1.05 | |
| -0.0125 | -0.22 | |
| 0.1312 | 1.57 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Hokkan Holdings Analyses
Other Spline-GARCH Analyses on International Equities