Persol Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.64% (+5.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8319 | 4.62 | |
| 0.1822 | 2.71 | |
| 0.2462 | 1.42 | |
| -1.9715 | -0.71 | |
| 4.1459 | 0.99 | |
| -2.9526 | -1.04 | |
| -1.3604 | -0.61 | |
| 5.3294 | 2.10 | |
| -5.4004 | -1.93 | |
| 6.5406 | 2.18 | |
| -12.1996 | -2.79 | |
| 15.4831 | 2.91 | |
| -15.8603 | -1.61 |
Estimation Period:
Jul 20, 2020 to Feb 6, 2026
Jul 20, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Persol Holdings Co Ltd Analyses
Other Spline-GARCH Analyses on International Equities