Izumi Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.26% (+0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5193 | 10.36 | |
| 0.1966 | 8.09 | |
| 0.5935 | 13.28 | |
| 0.0359 | 4.85 | |
| -0.0520 | -4.25 | |
| 0.0193 | 2.09 | |
| -0.0032 | -0.37 | |
| -0.0078 | -0.54 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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