Studio Alice Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.49% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2525 | 6.06 | |
| 0.1416 | 7.54 | |
| 0.7775 | 29.08 | |
| 0.1756 | 2.42 | |
| -0.2333 | -1.91 | |
| 0.0493 | 0.55 | |
| 0.0552 | 0.71 | |
| -0.0794 | -0.84 | |
| 0.1010 | 1.11 | |
| -0.2377 | -2.87 | |
| 0.2870 | 4.75 |
Estimation Period:
Jun 20, 2002 to Feb 6, 2026
Jun 20, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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