Denka Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.69% (-3.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8030 | 7.90 | |
| 0.1551 | 8.17 | |
| 0.7023 | 22.87 | |
| -0.2010 | -5.24 | |
| 0.3448 | 6.03 | |
| -0.2370 | -6.24 | |
| 0.0699 | 2.02 | |
| 0.1513 | 4.78 | |
| -0.2637 | -8.87 | |
| 0.2195 | 6.36 | |
| -0.1120 | -2.86 | |
| 0.0194 | 0.42 | |
| 0.0422 | 0.34 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
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