Inabata & Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.77% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1624 | 7.36 | |
| 0.1220 | 8.87 | |
| 0.7689 | 32.63 | |
| -0.0942 | -2.72 | |
| 0.1983 | 3.93 | |
| -0.2201 | -6.22 | |
| 0.2118 | 5.82 | |
| -0.1350 | -3.85 | |
| 0.0303 | 0.93 | |
| 0.0313 | 0.95 | |
| -0.0561 | -1.75 | |
| 0.0585 | 2.84 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
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