Oricon Enterprises Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.83% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3647 | 6.63 | |
| 0.0969 | 5.75 | |
| 0.8176 | 27.22 | |
| 0.5588 | 5.73 | |
| -0.6585 | -4.02 | |
| -0.0460 | -0.32 | |
| 0.2820 | 2.09 | |
| -0.1931 | -1.49 | |
| 0.0119 | 0.09 | |
| 0.0951 | 0.92 |
Estimation Period:
Jun 26, 2009 to Feb 6, 2026
Jun 26, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Oricon Enterprises Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities