Shiseido Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:52.95% (-4.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1738 | 7.04 | |
| 0.1003 | 7.18 | |
| 0.7960 | 32.32 | |
| 0.0404 | 1.37 | |
| 0.0127 | 0.31 | |
| -0.1409 | -5.12 | |
| 0.1505 | 5.08 | |
| -0.1082 | -3.64 | |
| 0.1103 | 3.66 | |
| -0.1234 | -3.98 | |
| 0.0944 | 3.22 | |
| -0.0532 | -2.17 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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