Daito Trust Construction Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.85% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1823 | 4.54 | |
| 0.1317 | 7.66 | |
| 0.6703 | 16.73 | |
| -0.0141 | -0.15 | |
| 0.0246 | 0.20 | |
| -0.0787 | -1.55 | |
| 0.1768 | 4.55 | |
| -0.1996 | -4.04 | |
| 0.1143 | 1.80 | |
| -0.0027 | -0.04 | |
| 0.0057 | 0.12 | |
| -0.1021 | -2.58 | |
| 0.1214 | 4.35 |
Estimation Period:
Mar 24, 1992 to Feb 13, 2026
Mar 24, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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