Citizen Watch Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:70.86% (-7.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4245 | 6.89 | |
| 0.1192 | 7.36 | |
| 0.7884 | 29.69 | |
| 0.0533 | 1.20 | |
| 0.0251 | 0.35 | |
| -0.1617 | -2.93 | |
| 0.0706 | 1.55 | |
| 0.0895 | 2.35 | |
| -0.1255 | -3.24 | |
| 0.0338 | 0.71 | |
| 0.0684 | 1.27 | |
| -0.1151 | -2.03 | |
| 0.0919 | 2.25 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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