Matsui Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.73% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3743 | 7.51 | |
| 0.1610 | 8.62 | |
| 0.7405 | 30.16 | |
| -0.0056 | -0.88 | |
| -0.0013 | -0.15 | |
| 0.0177 | 4.56 |
Estimation Period:
Aug 1, 2001 to Feb 13, 2026
Aug 1, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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