Gakujo Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.48% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0623 | 4.68 | |
| 0.2217 | 8.12 | |
| 0.6036 | 14.31 | |
| -0.1837 | -1.30 | |
| 0.2072 | 1.01 | |
| -0.0613 | -0.41 | |
| 0.1924 | 1.00 | |
| -0.2709 | -1.52 | |
| 0.0664 | 0.53 | |
| 0.2479 | 2.22 | |
| -0.4443 | -3.55 | |
| 0.4232 | 3.36 | |
| -0.2310 | -2.35 |
Estimation Period:
Jun 13, 2002 to Feb 10, 2026
Jun 13, 2002 to Feb 10, 2026
News Impact Curve
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