Daiichi Kensetsu Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:57.84% (+25.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2354 | 3.76 | |
| 0.1313 | 6.13 | |
| 0.7416 | 20.18 | |
| -0.0881 | -2.17 | |
| 0.1317 | 2.24 | |
| -0.0665 | -1.76 | |
| 0.0146 | 0.43 | |
| 0.0674 | 2.01 | |
| -0.0952 | -2.42 |
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Jan 20, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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