Hakudo Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:55.33% (+32.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8956 | 4.73 | |
| 0.2119 | 6.45 | |
| 0.6566 | 14.82 | |
| -0.1103 | -1.08 | |
| 0.0783 | 0.52 | |
| 0.2607 | 2.47 | |
| -0.5350 | -4.96 | |
| 0.5612 | 3.72 | |
| -0.3322 | -1.66 | |
| 0.0666 | 0.40 | |
| 0.0585 | 0.51 | |
| -0.1681 | -1.52 | |
| 0.1994 | 2.46 |
Estimation Period:
Mar 14, 2000 to Feb 10, 2026
Mar 14, 2000 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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