Japan Creative Platform Grp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.98% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5341 | 5.74 | |
| 0.1918 | 7.12 | |
| 0.6834 | 18.78 | |
| 0.0003 | 0.00 | |
| -0.0110 | -0.08 | |
| 0.1584 | 1.58 | |
| -0.3019 | -3.42 | |
| 0.2449 | 2.40 | |
| -0.1285 | -1.04 | |
| 0.2035 | 1.45 | |
| -0.4223 | -3.29 | |
| 0.3925 | 3.33 | |
| -0.0077 | -0.04 |
Estimation Period:
Oct 14, 1998 to Feb 10, 2026
Oct 14, 1998 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Japan Creative Platform Grp Analyses
Other Spline-GARCH Analyses on International Equities