Drecom Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.85% (-5.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4792 | 6.22 | |
| 0.1648 | 6.45 | |
| 0.6328 | 13.78 | |
| 0.1317 | 0.79 | |
| -0.1441 | -0.50 | |
| 0.0304 | 0.12 | |
| -0.1101 | -0.50 | |
| 0.2928 | 1.51 | |
| -0.4889 | -1.85 | |
| 0.4766 | 1.76 | |
| -0.2492 | -1.24 | |
| 0.2094 | 1.09 | |
| -0.6301 | -1.79 |
Estimation Period:
Feb 13, 2006 to Feb 13, 2026
Feb 13, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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