Hamayuu Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:7.34% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1538 | 2.20 | |
| 0.5990 | 8.16 | |
| 0.3997 | 5.48 | |
| -11.7532 | -3.92 | |
| 16.4104 | 4.33 | |
| -6.3386 | -2.11 | |
| 2.2444 | 0.58 | |
| -0.5577 | -0.17 | |
| 0.2426 | 0.12 | |
| -1.7854 | -1.16 | |
| 2.7270 | 2.12 |
Estimation Period:
Oct 18, 2019 to Feb 13, 2026
Oct 18, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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