Asahi Broadcasting Group Hol Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.93% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1766 | 4.41 | |
| 0.2541 | 9.71 | |
| 0.6773 | 25.55 | |
| 0.0159 | 0.16 | |
| -0.0685 | -0.47 | |
| 0.0068 | 0.09 | |
| 0.1238 | 1.87 | |
| -0.1631 | -2.11 | |
| 0.2058 | 2.37 | |
| -0.2296 | -2.44 | |
| 0.2097 | 2.36 | |
| -0.2579 | -3.01 | |
| 0.4664 | 3.65 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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