Daiwa Securities Group Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.80% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2991 | 7.10 | |
| 0.0938 | 9.98 | |
| 0.8888 | 96.59 | |
| -0.0001 | -0.18 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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