Citizen Watch Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.16% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6639 | 8.42 | |
| 0.1072 | 7.71 | |
| 0.8175 | 34.95 | |
| 0.0993 | 7.03 | |
| -0.1573 | -7.61 | |
| 0.0968 | 7.80 | |
| -0.0649 | -5.31 | |
| 0.0463 | 2.47 | |
| -0.0609 | -1.48 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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