Yutaka Trusty Securities Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:74.18% (-7.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0516 | 4.18 | |
| 0.1312 | 6.29 | |
| 0.8049 | 30.01 | |
| -0.0515 | -0.39 | |
| 0.0002 | 0.00 | |
| 0.0864 | 0.76 | |
| 0.0220 | 0.23 | |
| -0.1691 | -1.33 | |
| 0.1342 | 0.98 | |
| 0.1243 | 1.14 | |
| -0.3597 | -3.13 | |
| 0.3173 | 2.85 | |
| -0.1028 | -1.46 |
Estimation Period:
Nov 15, 1995 to Feb 10, 2026
Nov 15, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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