Hamayuu Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.50% (-3.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0222 | 2.19 | |
| 0.5845 | 7.85 | |
| 0.4144 | 5.59 | |
| -12.2286 | -4.03 | |
| 17.0576 | 4.47 | |
| -6.6502 | -2.19 | |
| 2.5416 | 0.65 | |
| -0.9173 | -0.27 | |
| 0.7867 | 0.40 | |
| -2.9123 | -1.66 | |
| 5.6580 | 2.05 |
Estimation Period:
Oct 18, 2019 to Feb 10, 2026
Oct 18, 2019 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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