Otsuka Shokai Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.27% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8205 | 4.46 | |
| 0.1557 | 5.55 | |
| 0.5880 | 9.94 | |
| 0.0290 | 0.32 | |
| -0.0052 | -0.04 | |
| 0.0453 | 0.59 | |
| -0.2341 | -3.20 | |
| 0.3776 | 4.60 | |
| -0.3739 | -2.94 | |
| 0.2642 | 1.85 | |
| -0.1826 | -1.56 | |
| 0.1026 | 0.79 | |
| -0.0096 | -0.09 |
Estimation Period:
Jan 4, 2000 to Feb 13, 2026
Jan 4, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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