Dainichi Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.03% (-2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9628 | 4.65 | |
| 0.1322 | 7.89 | |
| 0.7695 | 27.49 | |
| -0.0880 | -1.47 | |
| 0.0570 | 0.68 | |
| 0.1031 | 2.23 | |
| -0.1039 | -2.70 | |
| -0.0252 | -0.65 | |
| 0.1892 | 4.83 | |
| -0.2680 | -6.35 | |
| 0.2856 | 4.14 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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