Maruhachi Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.47% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5444 | 4.27 | |
| 0.2043 | 7.05 | |
| 0.7503 | 26.19 | |
| -0.0193 | -3.59 | |
| 0.0309 | 4.63 |
Estimation Period:
Nov 23, 2004 to Feb 10, 2026
Nov 23, 2004 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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