Ck San-Etsu Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.88% (-3.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6575 | 7.72 | |
| 0.1697 | 6.87 | |
| 0.6422 | 11.76 | |
| 0.0124 | 0.21 | |
| 0.0416 | 0.44 | |
| -0.1208 | -1.63 | |
| 0.2261 | 3.39 | |
| -0.3203 | -5.69 | |
| 0.2203 | 4.14 | |
| -0.0534 | -1.47 |
Estimation Period:
Feb 9, 1999 to Jan 30, 2026
Feb 9, 1999 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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