Citizen Watch Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:48.78% (-4.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6766 | 8.33 | |
| 0.1152 | 7.43 | |
| 0.8077 | 33.46 | |
| 0.0988 | 6.98 | |
| -0.1564 | -7.54 | |
| 0.0960 | 7.69 | |
| -0.0636 | -5.20 | |
| 0.0432 | 2.32 | |
| -0.0508 | -1.23 |
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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