First Juken Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.31% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7227 | 3.27 | |
| 0.2487 | 5.95 | |
| 0.5482 | 11.19 | |
| -0.0833 | -0.33 | |
| 0.2757 | 0.84 | |
| -0.4851 | -3.55 | |
| 0.5639 | 4.26 | |
| -0.5031 | -3.89 | |
| 0.3503 | 2.59 | |
| 0.0838 | 0.61 | |
| -0.5243 | -3.86 | |
| 0.4808 | 3.66 | |
| -0.1734 | -1.96 |
Estimation Period:
Sep 26, 2003 to Feb 6, 2026
Sep 26, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Juken Co Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities