Empire Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.77% (-2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8336 | 6.70 | |
| 0.1370 | 8.21 | |
| 0.7011 | 17.50 | |
| -0.0937 | -1.86 | |
| 0.1517 | 2.05 | |
| -0.0888 | -1.83 | |
| 0.0047 | 0.12 | |
| 0.0770 | 2.48 | |
| -0.1179 | -3.48 | |
| 0.1842 | 4.05 | |
| -0.2387 | -3.73 | |
| 0.1801 | 2.32 | |
| -0.0450 | -0.39 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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