Hamamatsu Photonics Kk Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:59.82% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0685 | 7.68 | |
| 0.1488 | 5.04 | |
| 0.7022 | 14.98 | |
| -0.0043 | -0.14 | |
| 0.0607 | 1.25 | |
| -0.1386 | -3.57 | |
| 0.1747 | 4.67 | |
| -0.1537 | -4.42 | |
| 0.0990 | 3.27 | |
| -0.0641 | -1.99 | |
| 0.0394 | 0.89 | |
| 0.0829 | 1.40 |
Estimation Period:
Mar 6, 1990 to Feb 10, 2026
Mar 6, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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