Fukuyama Transporting Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:63.85% (-5.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4465 | 6.91 | |
| 0.1205 | 8.34 | |
| 0.7584 | 24.34 | |
| 0.0661 | 2.20 | |
| -0.0338 | -0.81 | |
| -0.1238 | -4.87 | |
| 0.1787 | 6.63 | |
| -0.1607 | -5.32 | |
| 0.1343 | 3.67 | |
| -0.0650 | -1.49 | |
| -0.0383 | -0.99 | |
| 0.0910 | 1.13 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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