Itokuro Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.95% (+1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3704 | 8.52 | |
| 0.3425 | 4.15 | |
| 0.1544 | 1.95 | |
| 0.1407 | 1.20 | |
| -0.1813 | -0.85 | |
| -0.0823 | -0.45 | |
| 0.3772 | 2.21 | |
| -0.8880 | -3.01 |
Estimation Period:
Jul 30, 2015 to Feb 10, 2026
Jul 30, 2015 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities