Hengan International Group Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.79% (+2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8970 | 9.10 | |
| 0.1524 | 6.99 | |
| 0.5581 | 10.00 | |
| 0.0872 | 1.36 | |
| -0.0866 | -0.87 | |
| 0.0844 | 1.24 | |
| -0.2237 | -3.68 | |
| 0.1815 | 3.15 | |
| -0.0078 | -0.14 | |
| -0.0120 | -0.20 | |
| -0.1066 | -1.76 | |
| 0.1871 | 3.11 | |
| -0.3028 | -3.43 |
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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