Hachi-Ban Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.29% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7053 | 3.84 | |
| 0.2447 | 5.75 | |
| 0.6974 | 15.26 | |
| 0.0009 | 0.01 | |
| -0.0480 | -0.42 | |
| 0.1280 | 1.74 | |
| -0.1433 | -1.69 | |
| 0.1240 | 1.34 | |
| -0.1533 | -2.12 | |
| 0.1842 | 3.39 | |
| -0.1180 | -2.76 |
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Jan 20, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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