Daiichi Kensetsu Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.74% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0296 | 15.68 | |
| 0.0713 | 35.13 | |
| 0.9287 | 488.55 |
Estimation Period:
Jan 20, 1995 to Feb 6, 2026
Jan 20, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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