Sangetsu Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.35% (+1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7984 | 5.65 | |
| 0.1181 | 9.15 | |
| 0.7942 | 35.38 | |
| 0.1321 | 6.35 | |
| -0.1661 | -5.04 | |
| 0.0246 | 0.85 | |
| 0.0172 | 0.63 | |
| 0.0286 | 0.90 | |
| -0.0974 | -2.08 | |
| 0.1428 | 2.64 | |
| -0.2559 | -3.69 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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