Izumi Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.30% (+5.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4119 | 7.35 | |
| 0.1971 | 8.04 | |
| 0.5847 | 12.86 | |
| 0.0131 | 0.35 | |
| 0.0382 | 0.67 | |
| -0.1052 | -2.70 | |
| 0.0766 | 2.32 | |
| -0.0283 | -0.73 | |
| -0.0060 | -0.11 | |
| 0.0361 | 0.68 | |
| -0.0546 | -1.50 | |
| 0.0494 | 2.24 |
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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