Toyo Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.14% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0242 | 4.56 | |
| 0.1239 | 9.63 | |
| 0.8019 | 45.42 | |
| 0.0209 | 0.97 | |
| -0.0442 | -1.49 | |
| 0.0446 | 2.75 | |
| -0.0467 | -3.18 | |
| 0.0561 | 3.82 | |
| -0.0794 | -4.23 |
Estimation Period:
Jan 8, 1990 to Feb 10, 2026
Jan 8, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Toyo Securities Co Ltd Analyses
Other Spline-GARCH Analyses on International Equities