Sugita ACE Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.88% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9086 | 2.71 | |
| 0.1896 | 4.57 | |
| 0.6738 | 10.43 | |
| -0.1486 | -0.76 | |
| 0.2477 | 0.97 | |
| -0.2879 | -2.05 | |
| 0.3294 | 1.83 | |
| -0.2563 | -1.21 | |
| 0.2385 | 1.37 | |
| -0.3038 | -2.37 | |
| 0.5055 | 3.37 | |
| -0.5022 | -3.61 |
Estimation Period:
Feb 25, 2000 to Feb 10, 2026
Feb 25, 2000 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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