Citizen Watch Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.48% (+7.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4395 | 7.09 | |
| 0.1120 | 7.56 | |
| 0.7968 | 31.04 | |
| 0.0592 | 1.35 | |
| 0.0165 | 0.23 | |
| -0.1575 | -2.89 | |
| 0.0682 | 1.52 | |
| 0.0903 | 2.38 | |
| -0.1244 | -3.23 | |
| 0.0306 | 0.65 | |
| 0.0741 | 1.38 | |
| -0.1252 | -2.22 | |
| 0.1027 | 2.54 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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