T Kawabe & Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.57% (+4.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4735 | 5.76 | |
| 0.2049 | 6.70 | |
| 0.5490 | 11.51 | |
| 0.1523 | 2.16 | |
| -0.2336 | -2.35 | |
| 0.0596 | 0.96 | |
| 0.0422 | 0.53 | |
| -0.0314 | -0.39 | |
| 0.0596 | 0.72 | |
| -0.1473 | -1.02 | |
| 0.2290 | 1.45 | |
| -0.1438 | -0.73 | |
| -0.2063 | -0.55 |
Estimation Period:
Aug 9, 1994 to Feb 10, 2026
Aug 9, 1994 to Feb 10, 2026
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