Itcenpns Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.56% (+1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3015 | 4.24 | |
| 0.2364 | 6.31 | |
| 0.5685 | 9.01 | |
| -2.1154 | -2.93 | |
| 3.2619 | 2.92 | |
| -1.4738 | -1.71 | |
| 0.0616 | 0.09 | |
| 0.1857 | 0.26 | |
| 1.5153 | 1.61 | |
| -3.0563 | -2.61 | |
| 2.4505 | 1.86 | |
| -1.0395 | -1.08 |
Estimation Period:
Nov 29, 2016 to Feb 6, 2026
Nov 29, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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