Chugai Ro Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.04% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7829 | 7.37 | |
| 0.0965 | 7.58 | |
| 0.8389 | 40.40 | |
| 0.0894 | 3.84 | |
| -0.1376 | -3.61 | |
| 0.0620 | 2.16 | |
| -0.0141 | -0.57 | |
| -0.0042 | -0.16 | |
| 0.0135 | 0.51 | |
| 0.0088 | 0.33 |
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Jan 5, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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