Odawara Auto-Machine Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.31% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0086 | 2.41 | |
| 0.1905 | 4.78 | |
| 0.5916 | 9.79 | |
| -0.2432 | -0.66 | |
| 0.2839 | 0.54 | |
| 0.0360 | 0.08 | |
| -0.2827 | -0.67 | |
| 0.6551 | 1.72 | |
| -0.7017 | -1.63 | |
| -0.1096 | -0.25 | |
| 0.9098 | 2.46 | |
| -0.9020 | -2.56 | |
| 0.4942 | 1.70 |
Estimation Period:
Mar 16, 2009 to Feb 10, 2026
Mar 16, 2009 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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