Horiba Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.41% (-2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2480 | 8.51 | |
| 0.1451 | 7.27 | |
| 0.7001 | 18.73 | |
| 0.0170 | 0.61 | |
| 0.0220 | 0.51 | |
| -0.0936 | -2.90 | |
| 0.1206 | 3.82 | |
| -0.1479 | -4.09 | |
| 0.1399 | 3.20 | |
| -0.0730 | -1.85 | |
| 0.0197 | 0.65 | |
| -0.0094 | -0.36 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
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