Daicel Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.63% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3002 | 19.07 | |
| 0.1159 | 36.23 | |
| 0.8262 | 161.36 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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