ORIX Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:34.91% (+2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6275 | 4.61 | |
| 0.1041 | 8.34 | |
| 0.8248 | 40.61 | |
| -0.0677 | -1.00 | |
| 0.1473 | 1.43 | |
| -0.0429 | -0.59 | |
| -0.1720 | -2.71 | |
| 0.2633 | 3.86 | |
| -0.2546 | -3.39 | |
| 0.2651 | 3.47 | |
| -0.2143 | -3.30 | |
| 0.0951 | 2.09 |
Estimation Period:
Sep 16, 1998 to Feb 13, 2026
Sep 16, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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