Mito Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:35.07% (-22.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2809 | 4.72 | |
| 0.2244 | 3.34 | |
| 0.2445 | 1.47 | |
| 0.8614 | 3.44 | |
| -1.3331 | -3.65 | |
| 0.6224 | 2.53 |
Estimation Period:
Mar 1, 2021 to Jan 30, 2026
Mar 1, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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