Mito Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:35.47% (-21.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2833 | 4.72 | |
| 0.2238 | 3.34 | |
| 0.2428 | 1.48 | |
| 0.8683 | 3.18 | |
| -1.3487 | -2.81 | |
| 0.6558 | 1.03 |
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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