Fullcast Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.31% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0792 | 2.18 | |
| 0.1634 | 5.96 | |
| 0.7030 | 15.40 | |
| -0.1695 | -0.76 | |
| 0.2947 | 1.05 | |
| -0.2309 | -2.26 | |
| 0.2093 | 1.94 | |
| -0.2546 | -2.06 | |
| 0.2728 | 2.50 | |
| -0.1609 | -2.03 | |
| 0.0654 | 0.65 | |
| -0.2354 | -1.16 |
Estimation Period:
Jun 26, 2001 to Feb 13, 2026
Jun 26, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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