Ichiyoshi Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.16% (+10.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4901 | 6.10 | |
| 0.1667 | 2.77 | |
| 0.3968 | 3.01 | |
| 0.3823 | 4.64 | |
| -0.4916 | -4.75 |
Estimation Period:
Jan 20, 2021 to Feb 6, 2026
Jan 20, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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