Kosei Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.76% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4982 | 5.54 | |
| 0.1531 | 9.32 | |
| 0.7935 | 42.69 | |
| -0.0438 | -5.20 | |
| 0.0565 | 4.37 | |
| -0.0216 | -2.42 | |
| 0.0219 | 2.20 |
Estimation Period:
Feb 27, 1991 to Feb 10, 2026
Feb 27, 1991 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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