Press Kogyo Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.47% (+1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3051 | 7.61 | |
| 0.1486 | 9.05 | |
| 0.7380 | 29.31 | |
| 0.0192 | 0.73 | |
| 0.0161 | 0.37 | |
| -0.1163 | -3.50 | |
| 0.1684 | 6.64 | |
| -0.1682 | -8.50 | |
| 0.1412 | 6.72 | |
| -0.0983 | -4.27 | |
| 0.0569 | 2.84 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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