Ichibanya Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.59% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7736 | 3.68 | |
| 0.2202 | 7.01 | |
| 0.5863 | 12.74 | |
| 0.2398 | 2.01 | |
| -0.3749 | -2.28 | |
| 0.2791 | 2.85 | |
| -0.1896 | -2.02 | |
| 0.1713 | 1.65 | |
| -0.2629 | -2.85 | |
| 0.1721 | 1.46 | |
| -0.1067 | -0.68 | |
| 0.2010 | 1.50 | |
| -0.3230 | -1.68 |
Estimation Period:
Feb 25, 2000 to Feb 10, 2026
Feb 25, 2000 to Feb 10, 2026
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