ORIX Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.50% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5891 | 4.52 | |
| 0.1007 | 8.24 | |
| 0.8300 | 41.79 | |
| -0.0803 | -1.18 | |
| 0.1653 | 1.60 | |
| -0.0472 | -0.65 | |
| -0.1795 | -2.80 | |
| 0.2783 | 4.04 | |
| -0.2723 | -3.59 | |
| 0.2861 | 3.65 | |
| -0.2469 | -3.35 | |
| 0.1604 | 1.72 |
Estimation Period:
Sep 16, 1998 to Feb 6, 2026
Sep 16, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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