Mitake Information Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.07% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5293 | 4.06 | |
| 0.1542 | 5.22 | |
| 0.7486 | 18.55 | |
| -1.0469 | -1.38 | |
| 0.8204 | 0.65 | |
| 0.2677 | 0.31 | |
| 0.7827 | 1.17 | |
| -1.5963 | -2.29 | |
| 0.2741 | 0.34 | |
| 1.8402 | 3.13 | |
| -2.8333 | -5.45 | |
| 2.8298 | 5.22 | |
| -1.8660 | -4.47 |
Estimation Period:
Jun 6, 2013 to Feb 6, 2026
Jun 6, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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