Daito Trust Construction Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.82% (+2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0970 | 4.39 | |
| 0.1308 | 7.64 | |
| 0.6699 | 16.80 | |
| -0.0466 | -0.52 | |
| 0.0779 | 0.64 | |
| -0.1176 | -2.38 | |
| 0.2098 | 5.44 | |
| -0.2255 | -4.57 | |
| 0.1329 | 2.07 | |
| -0.0165 | -0.25 | |
| 0.0186 | 0.37 | |
| -0.1188 | -2.55 | |
| 0.1556 | 1.99 |
Estimation Period:
Mar 24, 1992 to Feb 10, 2026
Mar 24, 1992 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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