Okabe Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.85% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6566 | 7.60 | |
| 0.1206 | 6.93 | |
| 0.7579 | 22.57 | |
| -0.0036 | -0.07 | |
| 0.1040 | 1.35 | |
| -0.2289 | -4.56 | |
| 0.2323 | 5.42 | |
| -0.1833 | -3.41 | |
| 0.1460 | 2.21 | |
| -0.1179 | -2.01 | |
| 0.0757 | 1.39 | |
| -0.0426 | -0.98 | |
| 0.0376 | 1.38 |
Estimation Period:
Jan 4, 1990 to Jan 30, 2026
Jan 4, 1990 to Jan 30, 2026
News Impact Curve
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