IBJ Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.44% (-4.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1313 | 6.68 | |
| 0.1808 | 2.49 | |
| 0.0000 | 0.00 | |
| 0.9627 | 1.33 | |
| -2.1596 | -1.77 | |
| 2.0555 | 2.17 | |
| -0.8800 | -0.94 | |
| -0.5381 | -0.36 |
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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