Cybertrust Japan Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:48.76% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8143 | 4.92 | |
| 0.0997 | 1.45 | |
| 0.6707 | 2.89 | |
| -0.1069 | -0.23 |
Estimation Period:
May 7, 2024 to Jan 30, 2026
May 7, 2024 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Cybertrust Japan Co Ltd Analyses
Other Spline-GARCH Analyses on International Equities