Daiichi Koutsu Sangyo Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.89% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4779 | 2.81 | |
| 0.0979 | 4.41 | |
| 0.8325 | 22.83 | |
| -0.0654 | -0.42 | |
| 0.0594 | 0.29 | |
| 0.0310 | 0.21 | |
| -0.0072 | -0.04 | |
| -0.0170 | -0.10 | |
| -0.1646 | -0.78 | |
| 0.4335 | 1.80 | |
| -0.8162 | -3.06 |
Estimation Period:
Apr 29, 2002 to Feb 6, 2026
Apr 29, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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