IHI Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:69.08% (-3.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2102 | 6.98 | |
| 0.1144 | 9.43 | |
| 0.8340 | 52.24 | |
| 0.0118 | 0.32 | |
| 0.0626 | 1.13 | |
| -0.1695 | -4.28 | |
| 0.1586 | 3.67 | |
| -0.1137 | -2.18 | |
| 0.0846 | 1.60 | |
| -0.0460 | -0.96 | |
| 0.0368 | 0.82 | |
| -0.0470 | -1.39 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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