Mitake Information Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.57% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5103 | 4.25 | |
| 0.1552 | 5.27 | |
| 0.7278 | 17.14 | |
| -1.0652 | -1.44 | |
| 0.8378 | 0.69 | |
| 0.2960 | 0.35 | |
| 0.7193 | 1.12 | |
| -1.5329 | -2.33 | |
| 0.1929 | 0.25 | |
| 2.0525 | 3.72 | |
| -3.3703 | -6.55 | |
| 4.0874 | 5.65 | |
| -5.3891 | -4.60 |
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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