Fujita Kanko Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:102.29% (+46.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3407 | 6.45 | |
| 0.1223 | 9.70 | |
| 0.8133 | 42.69 | |
| -0.0094 | -0.19 | |
| 0.0579 | 0.80 | |
| -0.1493 | -3.07 | |
| 0.2029 | 4.45 | |
| -0.1701 | -3.78 | |
| 0.1386 | 2.74 | |
| -0.1086 | -1.54 | |
| 0.0079 | 0.07 | |
| 0.1143 | 0.93 | |
| -0.1861 | -1.62 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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