Bookoff Corp Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.71% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1693 | 2.50 | |
| 0.3038 | 4.23 | |
| 0.4720 | 7.49 | |
| 5.7999 | 3.56 | |
| -10.4115 | -4.70 | |
| 5.9248 | 2.34 | |
| -1.4098 | -0.58 | |
| 2.0535 | 0.94 | |
| -3.9711 | -2.00 | |
| 3.3943 | 1.63 | |
| -2.5120 | -1.23 | |
| 0.1175 | 0.06 | |
| 4.7499 | 1.42 |
Estimation Period:
Oct 1, 2018 to Feb 13, 2026
Oct 1, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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