Maxell Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.59% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1722 | 6.50 | |
| 0.1542 | 8.02 | |
| 0.7273 | 25.41 | |
| 0.0057 | 0.10 | |
| -0.0019 | -0.02 | |
| 0.0573 | 0.89 | |
| -0.2337 | -3.75 | |
| 0.3561 | 6.01 | |
| -0.2800 | -4.00 | |
| 0.1551 | 2.10 | |
| -0.1183 | -1.68 | |
| 0.0974 | 1.10 | |
| -0.0840 | -0.70 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
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