Dai-Ichi Cutter Kogyo Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.57% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3351 | 4.69 | |
| 0.1272 | 6.25 | |
| 0.7688 | 21.10 | |
| 0.0289 | 0.64 | |
| -0.0296 | -0.44 | |
| 0.0123 | 0.30 | |
| -0.0562 | -1.65 | |
| 0.0767 | 3.25 |
Estimation Period:
Jun 11, 2004 to Feb 10, 2026
Jun 11, 2004 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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