Azuma House Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.00% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7038 | 3.35 | |
| 0.3339 | 3.88 | |
| 0.4593 | 5.96 | |
| 0.1632 | 1.64 | |
| -0.1998 | -1.50 | |
| -0.0185 | -0.24 | |
| 0.1524 | 1.75 |
Estimation Period:
Dec 18, 2013 to Feb 6, 2026
Dec 18, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Azuma House Co Ltd Analyses
Other Spline-GARCH Analyses on International Equities