Asahi Intelligence Service Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.39% (-3.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6376 | 5.10 | |
| 0.1624 | 7.43 | |
| 0.7122 | 23.16 | |
| 0.0013 | 0.02 | |
| -0.1180 | -1.03 | |
| 0.2018 | 2.58 | |
| -0.0533 | -0.71 | |
| -0.0878 | -1.18 | |
| 0.0279 | 0.29 | |
| 0.2040 | 1.61 | |
| -0.3886 | -3.24 | |
| 0.3980 | 4.96 | |
| -0.2707 | -5.16 |
Estimation Period:
Apr 20, 1995 to Feb 6, 2026
Apr 20, 1995 to Feb 6, 2026
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