Shiseido Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:46.69% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 17.51 | |
| 0.1338 | 29.53 | |
| 0.9783 | 758.34 | |
| -0.0311 | -8.97 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Shiseido Co Ltd Analyses
Other EGARCH Analyses on International Equities