Wakita & Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.58% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0777 | 5.16 | |
| 0.1321 | 8.61 | |
| 0.7397 | 28.55 | |
| -0.0254 | -2.70 | |
| 0.0465 | 3.69 | |
| -0.0327 | -4.42 | |
| 0.0054 | 0.56 |
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Oct 28, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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