Japan Creative Platform Grp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.55% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5494 | 5.82 | |
| 0.1927 | 6.93 | |
| 0.6795 | 18.14 | |
| 0.0052 | 0.06 | |
| -0.0141 | -0.10 | |
| 0.1492 | 1.50 | |
| -0.2839 | -3.23 | |
| 0.2254 | 2.23 | |
| -0.1175 | -0.95 | |
| 0.2117 | 1.51 | |
| -0.4661 | -3.62 | |
| 0.5075 | 4.18 | |
| -0.2954 | -2.83 |
Estimation Period:
Oct 14, 1998 to Feb 10, 2026
Oct 14, 1998 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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