Mito Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.20% (-2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1642 | 4.42 | |
| 0.1200 | 7.86 | |
| 0.7944 | 32.92 | |
| 0.0321 | 1.40 | |
| -0.0619 | -1.94 | |
| 0.0526 | 2.71 | |
| -0.0475 | -2.18 | |
| 0.0557 | 1.76 | |
| -0.0822 | -1.52 |
Estimation Period:
Jan 9, 1990 to Feb 10, 2026
Jan 9, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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