Daiwa Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.15% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3003 | 5.01 | |
| 0.2725 | 6.57 | |
| 0.5696 | 12.90 | |
| -0.2253 | -2.67 | |
| 0.3113 | 2.41 | |
| 0.0135 | 0.12 | |
| -0.2677 | -2.62 | |
| 0.2913 | 2.62 | |
| -0.3399 | -2.19 | |
| 0.5219 | 3.26 | |
| -0.5549 | -3.95 | |
| 0.4143 | 2.16 |
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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