Step Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.25% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0798 | 3.75 | |
| 0.1544 | 8.14 | |
| 0.7458 | 28.73 | |
| -0.3029 | -2.49 | |
| 0.4727 | 2.71 | |
| -0.3270 | -2.79 | |
| 0.3262 | 2.91 | |
| -0.2941 | -2.75 | |
| 0.1836 | 2.13 | |
| -0.0421 | -0.50 | |
| 0.0045 | 0.05 | |
| -0.1284 | -1.40 | |
| 0.2460 | 1.53 |
Estimation Period:
Jun 19, 1995 to Feb 10, 2026
Jun 19, 1995 to Feb 10, 2026
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