Japan Securities Finance Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.69% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3692 | 10.91 | |
| 0.0925 | 8.93 | |
| 0.8687 | 63.44 | |
| -0.0011 | -1.20 | |
| 0.0026 | 2.16 |
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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