Shin Young Wacoal Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.75% (-6.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0275 | 3.95 | |
| 0.2716 | 6.32 | |
| 0.6629 | 19.32 | |
| 0.0516 | 0.93 | |
| -0.0905 | -1.17 | |
| 0.0028 | 0.05 | |
| 0.1081 | 1.89 | |
| -0.1916 | -3.60 | |
| 0.2650 | 5.66 | |
| -0.2264 | -4.71 | |
| 0.0958 | 1.80 | |
| -0.0108 | -0.25 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Shin Young Wacoal Inc Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities