Panasonic Holdings Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.79% (-9.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1881 | 6.79 | |
| 0.1902 | 4.38 | |
| 0.3565 | 2.91 | |
| 2.5376 | 2.88 | |
| -4.0211 | -2.73 | |
| 2.0911 | 1.93 | |
| -1.1586 | -1.27 | |
| 1.5402 | 1.47 | |
| -1.9684 | -1.91 | |
| 1.8168 | 2.15 | |
| -0.8523 | -0.68 |
Estimation Period:
Sep 14, 2018 to Feb 6, 2026
Sep 14, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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