IHI Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:80.89% (+8.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3286 | 7.49 | |
| 0.1141 | 9.54 | |
| 0.8410 | 58.22 | |
| 0.0437 | 4.89 | |
| -0.0673 | -4.56 | |
| 0.0304 | 2.28 | |
| -0.0041 | -0.30 | |
| 0.0103 | 0.61 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
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