Azbil Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:53.68% (-7.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1576 | 9.04 | |
| 0.1184 | 6.37 | |
| 0.7429 | 21.33 | |
| -0.0509 | -2.05 | |
| 0.1322 | 3.57 | |
| -0.1667 | -6.29 | |
| 0.1481 | 5.38 | |
| -0.1208 | -4.07 | |
| 0.0970 | 3.18 | |
| -0.0235 | -0.72 | |
| -0.0480 | -0.99 | |
| 0.0455 | 0.47 |
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Jan 5, 1990 to Feb 10, 2026
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