Shinwa Co Ltd Nagoya Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.27% (+2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7450 | 7.14 | |
| 0.1862 | 7.38 | |
| 0.6577 | 16.62 | |
| -0.0019 | -0.30 | |
| 0.0128 | 1.39 | |
| -0.0254 | -3.58 |
Estimation Period:
Aug 20, 1999 to Feb 10, 2026
Aug 20, 1999 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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