Asahi Kasei Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:36.17% (+2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9193 | 5.83 | |
| 0.1091 | 9.61 | |
| 0.8328 | 49.74 | |
| -0.0857 | -1.77 | |
| 0.2137 | 2.99 | |
| -0.2449 | -4.67 | |
| 0.1357 | 2.57 | |
| 0.0177 | 0.40 | |
| -0.0750 | -2.04 | |
| 0.0739 | 1.94 | |
| -0.0362 | -0.84 | |
| -0.0620 | -1.11 | |
| 0.1994 | 2.33 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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