Hachi-Ban Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.78% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6210 | 3.72 | |
| 0.2414 | 5.59 | |
| 0.6974 | 14.68 | |
| -0.0342 | -0.27 | |
| 0.0478 | 0.25 | |
| -0.0769 | -0.52 | |
| 0.2047 | 1.52 | |
| -0.2826 | -2.28 | |
| 0.2688 | 1.96 | |
| -0.2241 | -1.82 | |
| 0.0658 | 0.52 | |
| 0.2021 | 1.52 | |
| -0.3925 | -1.82 |
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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