Asahi Kasei Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.82% (+1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9225 | 5.85 | |
| 0.1095 | 9.61 | |
| 0.8324 | 49.61 | |
| -0.0856 | -1.77 | |
| 0.2140 | 2.99 | |
| -0.2452 | -4.65 | |
| 0.1351 | 2.55 | |
| 0.0191 | 0.43 | |
| -0.0764 | -2.08 | |
| 0.0745 | 1.95 | |
| -0.0354 | -0.82 | |
| -0.0639 | -1.14 | |
| 0.1995 | 2.36 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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