Denka Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
42.58%
decreased by 5.24%
1 Week
40.57%
decreased by 7.25%
1 Month
36.24%
decreased by 11.58%
Analysis last updated: Saturday, May 23, 2026 at 03:13 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8589 | 7.87 | |
| 0.1488 | 8.50 | |
| 0.7337 | 26.61 | |
| -0.1703 | -4.20 | |
| 0.2986 | 4.92 | |
| -0.2178 | -5.45 | |
| 0.0747 | 2.04 | |
| 0.1272 | 3.78 | |
| -0.2328 | -7.32 | |
| 0.1964 | 5.11 | |
| -0.1067 | -2.13 | |
| 0.0370 | 0.64 | |
| -0.0056 | -0.14 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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