Chiyoda Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:106.10% (-9.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1877 | 8.21 | |
| 0.1143 | 8.35 | |
| 0.8335 | 45.26 | |
| 0.0766 | 2.86 | |
| -0.0516 | -1.18 | |
| -0.1176 | -3.20 | |
| 0.1702 | 4.88 | |
| -0.1335 | -4.67 | |
| 0.1158 | 3.67 | |
| -0.1013 | -2.80 | |
| 0.0529 | 1.75 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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