Kosei Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.26% (+2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5065 | 5.52 | |
| 0.1529 | 9.27 | |
| 0.7950 | 42.79 | |
| -0.0425 | -5.04 | |
| 0.0534 | 4.19 | |
| -0.0163 | -2.04 | |
| 0.0089 | 1.77 |
Estimation Period:
Feb 27, 1991 to Feb 13, 2026
Feb 27, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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