Fukuyama Transporting Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.33% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3954 | 6.66 | |
| 0.1238 | 8.41 | |
| 0.7505 | 23.58 | |
| 0.0573 | 1.89 | |
| -0.0242 | -0.57 | |
| -0.1207 | -4.77 | |
| 0.1688 | 6.31 | |
| -0.1488 | -4.94 | |
| 0.1242 | 3.38 | |
| -0.0589 | -1.35 | |
| -0.0386 | -1.19 | |
| 0.0647 | 3.67 |
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Jan 5, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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