Hoden Seimitsu Kako Kenkyush Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:59.13% (-3.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6363 | 3.79 | |
| 0.1584 | 7.92 | |
| 0.7738 | 30.78 | |
| 0.0294 | 0.21 | |
| -0.0808 | -0.37 | |
| 0.1437 | 0.98 | |
| -0.0655 | -0.43 | |
| -0.1916 | -0.85 | |
| 0.3297 | 1.55 | |
| -0.2206 | -1.52 | |
| -0.0484 | -0.43 | |
| 0.3477 | 2.71 | |
| -0.3852 | -3.05 |
Estimation Period:
Nov 1, 1999 to Feb 10, 2026
Nov 1, 1999 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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