Denka Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
49.20%
decreased by 2.00%
1 Week
49.02%
decreased by 2.18%
1 Month
48.37%
decreased by 2.83%
Analysis last updated: Thursday, May 21, 2026 at 07:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.9677 | 5.31 | |
| 0.0697 | 41.01 | |
| 0.9906 | 513.82 | |
| 5.6764 | 9.95 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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