Dainichi Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.09% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9901 | 4.64 | |
| 0.1304 | 7.67 | |
| 0.7793 | 28.63 | |
| -0.0814 | -1.33 | |
| 0.0468 | 0.54 | |
| 0.1092 | 2.30 | |
| -0.1087 | -2.76 | |
| -0.0170 | -0.43 | |
| 0.1671 | 4.23 | |
| -0.2122 | -5.59 | |
| 0.1316 | 4.40 |
Estimation Period:
Jan 20, 1995 to Feb 6, 2026
Jan 20, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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