AGC Inc/Japan Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.73% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2764 | 6.81 | |
| 0.0916 | 8.27 | |
| 0.8571 | 57.04 | |
| 0.0011 | 0.04 | |
| 0.0888 | 1.96 | |
| -0.1917 | -5.93 | |
| 0.1716 | 4.99 | |
| -0.1107 | -2.92 | |
| 0.0464 | 1.19 | |
| 0.0134 | 0.31 | |
| -0.0486 | -1.13 | |
| 0.0479 | 1.51 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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