IBJ Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.61% (-4.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8547 | 5.70 | |
| 0.1798 | 2.44 | |
| 0.0000 | 0.00 | |
| -0.5876 | -1.99 | |
| 0.8532 | 2.10 | |
| -0.3203 | -1.68 |
Estimation Period:
Apr 30, 2021 to Feb 6, 2026
Apr 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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