Okaya & Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.40% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7886 | 3.54 | |
| 0.2006 | 6.07 | |
| 0.7546 | 25.06 | |
| -0.0137 | -2.88 | |
| 0.0115 | 1.32 |
Estimation Period:
Jan 22, 1999 to Feb 13, 2026
Jan 22, 1999 to Feb 13, 2026
News Impact Curve
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