Ajis Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.69% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2456 | 4.51 | |
| 0.1408 | 6.78 | |
| 0.7685 | 26.59 | |
| -0.2110 | -2.81 | |
| 0.1810 | 1.63 | |
| 0.0594 | 0.67 | |
| 0.0662 | 0.61 | |
| -0.2194 | -1.57 | |
| 0.3453 | 2.38 | |
| -0.4385 | -2.97 | |
| 0.3109 | 2.11 | |
| -0.1810 | -1.61 | |
| 0.1511 | 1.75 |
Estimation Period:
Nov 29, 1996 to Feb 13, 2026
Nov 29, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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