Daiwa Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.00% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3048 | 5.03 | |
| 0.2712 | 6.58 | |
| 0.5711 | 12.93 | |
| -0.2226 | -2.64 | |
| 0.3097 | 2.40 | |
| 0.0078 | 0.07 | |
| -0.2575 | -2.52 | |
| 0.2795 | 2.51 | |
| -0.3266 | -2.10 | |
| 0.5025 | 3.21 | |
| -0.5184 | -4.56 | |
| 0.3255 | 4.16 |
Estimation Period:
Jan 22, 1999 to Feb 10, 2026
Jan 22, 1999 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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