Daikin Industries Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.50% (-2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3984 | 8.64 | |
| 0.0994 | 7.83 | |
| 0.8426 | 42.31 | |
| 0.0622 | 4.76 | |
| -0.1015 | -5.11 | |
| 0.0656 | 4.88 | |
| -0.0493 | -3.96 | |
| 0.0465 | 3.17 | |
| -0.0406 | -1.69 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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