Ajis Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.04% (+6.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2014 | 4.41 | |
| 0.1392 | 6.74 | |
| 0.7696 | 26.90 | |
| -0.2301 | -3.07 | |
| 0.2109 | 1.91 | |
| 0.0387 | 0.44 | |
| 0.0873 | 0.81 | |
| -0.2425 | -1.75 | |
| 0.3694 | 2.57 | |
| -0.4629 | -3.15 | |
| 0.3388 | 2.25 | |
| -0.2224 | -1.53 | |
| 0.2466 | 1.01 |
Estimation Period:
Nov 29, 1996 to Feb 13, 2026
Nov 29, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities