Joshin Denki Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.47% (+1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2546 | 6.07 | |
| 0.1424 | 8.96 | |
| 0.7729 | 34.55 | |
| 0.0126 | 0.53 | |
| -0.0082 | -0.23 | |
| -0.0276 | -1.16 | |
| 0.0121 | 0.56 | |
| 0.0816 | 3.53 | |
| -0.1583 | -4.49 | |
| 0.1564 | 3.24 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
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