Osaka Organic Chem Ind Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:33.37% (-3.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9617 | 6.10 | |
| 0.1804 | 7.19 | |
| 0.6211 | 14.02 | |
| -0.0786 | -1.01 | |
| 0.1296 | 1.08 | |
| -0.1651 | -1.90 | |
| 0.3037 | 3.94 | |
| -0.3912 | -4.95 | |
| 0.3347 | 4.51 | |
| -0.1315 | -1.76 | |
| -0.0380 | -0.48 | |
| -0.0038 | -0.04 | |
| 0.1150 | 0.99 |
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Oct 28, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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