Odawara Auto-Machine Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.23% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0005 | 2.39 | |
| 0.1881 | 4.79 | |
| 0.5956 | 10.10 | |
| -0.2517 | -0.68 | |
| 0.2930 | 0.55 | |
| 0.0408 | 0.09 | |
| -0.2967 | -0.70 | |
| 0.6703 | 1.75 | |
| -0.7094 | -1.64 | |
| -0.1166 | -0.26 | |
| 0.9388 | 2.39 | |
| -0.9708 | -2.16 | |
| 0.6754 | 0.92 |
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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