Okasan Securities Group Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.09% (-2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8754 | 11.81 | |
| 0.1318 | 11.07 | |
| 0.7993 | 48.60 | |
| -0.0039 | -3.95 | |
| 0.0057 | 2.71 |
Estimation Period:
Jan 8, 1990 to Feb 10, 2026
Jan 8, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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