Japan Investment Adviser Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:115.86% (+74.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2293 | 4.01 | |
| 0.1450 | 4.18 | |
| 0.5209 | 6.59 | |
| 1.8333 | 3.01 | |
| -2.0982 | -1.80 | |
| 0.2443 | 0.19 | |
| 0.4350 | 0.37 | |
| -1.0617 | -1.44 | |
| 0.7889 | 1.46 | |
| -0.3591 | -0.67 | |
| 1.6913 | 3.08 | |
| -3.5026 | -3.93 | |
| 3.5554 | 1.93 |
Estimation Period:
Sep 11, 2014 to Feb 10, 2026
Sep 11, 2014 to Feb 10, 2026
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