Asahi Intelligence Service Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.09% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7164 | 5.47 | |
| 0.1602 | 7.12 | |
| 0.7080 | 21.71 | |
| 0.0292 | 0.38 | |
| -0.1611 | -1.44 | |
| 0.2276 | 2.95 | |
| -0.0687 | -0.93 | |
| -0.0835 | -1.14 | |
| 0.0332 | 0.35 | |
| 0.1879 | 1.51 | |
| -0.3488 | -2.93 | |
| 0.3011 | 3.40 | |
| -0.0244 | -0.21 |
Estimation Period:
Apr 20, 1995 to Feb 10, 2026
Apr 20, 1995 to Feb 10, 2026
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