Fuso Dentsu Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:40.76% (+5.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2106 | 6.83 | |
| 0.0710 | 4.22 | |
| 0.8693 | 28.23 | |
| -0.1303 | -1.30 | |
| 0.1086 | 0.69 | |
| 0.1447 | 1.31 | |
| -0.2600 | -2.19 | |
| 0.1954 | 1.39 | |
| -0.0560 | -0.37 | |
| 0.0666 | 0.46 | |
| -0.1914 | -1.23 | |
| 0.2519 | 1.61 | |
| -0.1942 | -1.66 |
Estimation Period:
Aug 29, 1996 to Feb 13, 2026
Aug 29, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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