Persol Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.50% (+3.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8374 | 4.64 | |
| 0.1846 | 2.57 | |
| 0.2431 | 1.42 | |
| -1.8768 | -0.68 | |
| 4.0122 | 0.95 | |
| -2.9165 | -1.02 | |
| -1.3022 | -0.58 | |
| 5.1391 | 2.02 | |
| -5.0003 | -1.79 | |
| 5.7275 | 1.91 | |
| -10.4584 | -2.44 | |
| 11.8379 | 3.10 | |
| -6.6997 | -3.03 |
Estimation Period:
Jul 20, 2020 to Feb 6, 2026
Jul 20, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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