Ichiyoshi Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.86% (+1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6886 | 4.83 | |
| 0.1198 | 8.25 | |
| 0.8311 | 40.02 | |
| -0.0146 | -2.95 | |
| 0.0151 | 2.25 | |
| 0.0021 | 0.77 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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