Ichiyoshi Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.67% (+9.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9406 | 4.29 | |
| 0.1751 | 2.83 | |
| 0.2305 | 1.45 | |
| 1.9304 | 2.66 | |
| -2.5215 | -2.35 | |
| 1.6819 | 2.08 | |
| -2.2934 | -3.00 | |
| 2.7743 | 3.07 |
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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