Oricon Enterprises Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.80% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3326 | 7.00 | |
| 0.0895 | 5.60 | |
| 0.8095 | 22.71 | |
| 0.5503 | 6.00 | |
| -0.6451 | -4.21 | |
| -0.0567 | -0.42 | |
| 0.3049 | 2.43 | |
| -0.2554 | -2.03 | |
| 0.1696 | 1.13 | |
| -0.3208 | -1.54 |
Estimation Period:
Jun 26, 2009 to Feb 6, 2026
Jun 26, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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