Japan Electronic Materials Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:163.62% (+5.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5554 | 5.64 | |
| 0.2104 | 8.08 | |
| 0.5917 | 15.24 | |
| 0.0657 | 0.72 | |
| -0.1400 | -1.02 | |
| 0.2254 | 2.39 | |
| -0.3445 | -3.98 | |
| 0.3883 | 3.22 | |
| -0.3240 | -2.21 | |
| 0.2524 | 2.03 | |
| -0.2628 | -2.67 | |
| 0.2443 | 2.96 | |
| -0.1474 | -2.50 |
Estimation Period:
Dec 14, 1998 to Feb 10, 2026
Dec 14, 1998 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Japan Electronic Materials Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities