Yutaka Trusty Securities Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:69.17% (-5.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0197 | 4.08 | |
| 0.1314 | 6.26 | |
| 0.8051 | 30.10 | |
| -0.0659 | -0.50 | |
| 0.0205 | 0.11 | |
| 0.0755 | 0.66 | |
| 0.0330 | 0.34 | |
| -0.1803 | -1.43 | |
| 0.1424 | 1.04 | |
| 0.1206 | 1.09 | |
| -0.3581 | -2.96 | |
| 0.3118 | 2.20 | |
| -0.0815 | -0.38 |
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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