Kyokuto Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.70% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0317 | 5.61 | |
| 0.1197 | 8.15 | |
| 0.8241 | 43.95 | |
| -0.0286 | -2.01 | |
| 0.0490 | 2.36 | |
| -0.0266 | -2.28 |
Estimation Period:
Apr 20, 2005 to Feb 10, 2026
Apr 20, 2005 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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