Tanabe Consulting Group Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.82% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7659 | 3.88 | |
| 0.1636 | 6.51 | |
| 0.7678 | 24.54 | |
| 0.0406 | 0.55 | |
| -0.0787 | -0.77 | |
| -0.0781 | -1.21 | |
| 0.3308 | 4.71 | |
| -0.3588 | -4.02 | |
| 0.2827 | 3.25 | |
| -0.2768 | -3.15 | |
| 0.2520 | 2.46 | |
| -0.1670 | -2.56 |
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Jan 20, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Tanabe Consulting Group Co Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities