Jorudan Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.56% (+1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4236 | 3.56 | |
| 0.1524 | 6.56 | |
| 0.7619 | 20.72 | |
| 0.1250 | 0.71 | |
| -0.1059 | -0.44 | |
| -0.0225 | -0.14 | |
| -0.0906 | -0.40 | |
| 0.3348 | 1.26 | |
| -0.5161 | -1.99 | |
| 0.6799 | 2.88 | |
| -0.9928 | -5.26 | |
| 0.9064 | 4.79 | |
| -0.3110 | -2.32 |
Estimation Period:
Apr 21, 2003 to Feb 13, 2026
Apr 21, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Jorudan Co Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities