Arakawa Chemical Industries Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.81% (-2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9518 | 6.86 | |
| 0.1204 | 7.60 | |
| 0.7498 | 22.26 | |
| -0.0002 | -0.00 | |
| 0.0922 | 1.46 | |
| -0.1647 | -4.00 | |
| 0.1230 | 3.13 | |
| -0.0743 | -1.83 | |
| -0.0279 | -0.65 | |
| 0.2210 | 3.86 |
Estimation Period:
Nov 26, 1999 to Feb 13, 2026
Nov 26, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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