Inabata & Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.08% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1356 | 7.39 | |
| 0.1226 | 8.88 | |
| 0.7641 | 32.05 | |
| -0.1059 | -3.12 | |
| 0.2187 | 4.42 | |
| -0.2367 | -6.85 | |
| 0.2281 | 6.41 | |
| -0.1522 | -4.43 | |
| 0.0477 | 1.50 | |
| 0.0104 | 0.33 | |
| -0.0187 | -0.60 | |
| -0.0355 | -0.77 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Inabata & Co Ltd Analyses
Other Spline-GARCH Analyses on International Equities