Alps Alpine Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.27% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9465 | 7.85 | |
| 0.0735 | 7.27 | |
| 0.8730 | 50.13 | |
| -0.0181 | -0.78 | |
| 0.0683 | 1.98 | |
| -0.1256 | -4.13 | |
| 0.1497 | 3.87 | |
| -0.1299 | -3.62 | |
| 0.0782 | 2.60 | |
| -0.0278 | -0.90 | |
| 0.0088 | 0.35 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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