Daiwa Securities Group Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.20% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4077 | 8.99 | |
| 0.0935 | 10.44 | |
| 0.8908 | 99.04 | |
| 0.0005 | 3.74 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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