HitoMile Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:10.87% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1308 | 3.91 | |
| 0.1917 | 4.65 | |
| 0.6327 | 7.48 | |
| -4.4853 | -2.56 | |
| 8.7767 | 3.25 | |
| -8.3051 | -4.62 | |
| 7.8177 | 4.44 | |
| -5.9086 | -2.58 | |
| 2.1748 | 1.01 | |
| -0.9937 | -0.58 | |
| 2.1720 | 0.72 |
Estimation Period:
Dec 23, 2019 to Feb 13, 2026
Dec 23, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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