Mito Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.17% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0130 | 7.15 | |
| 0.1200 | 7.77 | |
| 0.8038 | 38.66 | |
| -0.0030 | -1.71 | |
| 0.0044 | 1.90 |
Estimation Period:
Jan 9, 1990 to Feb 10, 2026
Jan 9, 1990 to Feb 10, 2026
News Impact Curve
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