Anabuki Kosan Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.71% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1534 | 6.17 | |
| 0.2348 | 7.54 | |
| 0.6268 | 14.25 | |
| 0.4139 | 4.24 | |
| -0.6109 | -4.01 | |
| 0.3510 | 3.58 | |
| -0.3584 | -3.88 | |
| 0.4624 | 3.80 | |
| -0.4305 | -3.10 | |
| 0.2301 | 2.06 | |
| -0.1756 | -1.26 |
Estimation Period:
Jun 18, 2004 to Feb 10, 2026
Jun 18, 2004 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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