Maruhachi Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.14% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4953 | 4.22 | |
| 0.2039 | 7.07 | |
| 0.7501 | 26.55 | |
| -0.0215 | -3.04 | |
| 0.0369 | 2.85 |
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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