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Hoden Seimitsu Kako Kenkyush Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:59.13% (-3.58%)
Analysis last updated: Friday, February 13, 2026 at 09:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hoden Seimitsu Kako Kenkyush S0GARCH
paramt-stat
ω1.63633.79
α0.15847.92
β0.773830.78
γ10.02940.21
γ2-0.0808-0.37
γ30.14370.98
γ4-0.0655-0.43
γ5-0.1916-0.85
γ60.32971.55
γ7-0.2206-1.52
γ8-0.0484-0.43
γ90.34772.71
γ10-0.3852-3.05
Estimation Period:
Nov 1, 1999 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts