Matsui Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.02% (+3.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3377 | 8.83 | |
| 0.1612 | 8.58 | |
| 0.7400 | 30.09 | |
| -0.0080 | -2.87 | |
| 0.0101 | 1.94 |
Estimation Period:
Aug 1, 2001 to Feb 10, 2026
Aug 1, 2001 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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