Sugita ACE Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.49% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8918 | 2.47 | |
| 0.1789 | 4.63 | |
| 0.7040 | 12.16 | |
| -0.1615 | -0.76 | |
| 0.2690 | 0.99 | |
| -0.3076 | -2.14 | |
| 0.3536 | 1.96 | |
| -0.2794 | -1.31 | |
| 0.2480 | 1.39 | |
| -0.2828 | -2.18 | |
| 0.4311 | 2.92 | |
| -0.3112 | -0.94 |
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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