Hengan International Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.70% (+1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8190 | 9.35 | |
| 0.1503 | 7.17 | |
| 0.5926 | 11.98 | |
| 0.0375 | 1.40 | |
| 0.0097 | 0.24 | |
| -0.1254 | -4.15 | |
| 0.1304 | 4.67 | |
| -0.0524 | -2.08 | |
| -0.0181 | -0.79 | |
| 0.0300 | 1.75 |
Estimation Period:
Dec 8, 1998 to Jan 30, 2026
Dec 8, 1998 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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