Hakudo Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:55.85% (+32.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8791 | 4.72 | |
| 0.2138 | 6.44 | |
| 0.6534 | 14.72 | |
| -0.1185 | -1.17 | |
| 0.0868 | 0.58 | |
| 0.2666 | 2.53 | |
| -0.5504 | -5.13 | |
| 0.5785 | 3.87 | |
| -0.3447 | -1.74 | |
| 0.0712 | 0.43 | |
| 0.0648 | 0.57 | |
| -0.1926 | -1.75 | |
| 0.2679 | 1.59 |
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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