Yamashin-Filter Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.51% (-2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2825 | 4.65 | |
| 0.3643 | 2.10 | |
| 0.0993 | 0.40 | |
| 0.5016 | 2.07 |
Estimation Period:
Oct 23, 2024 to Jan 30, 2026
Oct 23, 2024 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Yamashin-Filter Corp Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities