Dainichiseika Col & Chem Mfg Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.68% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3700 | 3.79 | |
| 0.1247 | 9.43 | |
| 0.8035 | 39.40 | |
| 0.0030 | 0.04 | |
| 0.0433 | 0.45 | |
| -0.0769 | -1.45 | |
| -0.0014 | -0.03 | |
| 0.1129 | 2.28 | |
| -0.1898 | -3.86 | |
| 0.2322 | 4.19 | |
| -0.2059 | -2.87 | |
| 0.0721 | 1.09 | |
| 0.0424 | 1.15 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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