Daiichi Kigenso Kagaku-Kogyo Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:97.83% (-5.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2146 | 3.01 | |
| 0.0802 | 3.52 | |
| 0.8886 | 24.29 | |
| 0.0078 | 0.40 | |
| -0.0191 | -0.72 | |
| 0.0193 | 1.73 |
Estimation Period:
Dec 3, 2004 to Feb 13, 2026
Dec 3, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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