Shin Young Wacoal Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:79.54% (+4.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0448 | 4.04 | |
| 0.2727 | 6.35 | |
| 0.6602 | 19.38 | |
| 0.0598 | 1.09 | |
| -0.0999 | -1.30 | |
| 0.0003 | 0.01 | |
| 0.1169 | 2.04 | |
| -0.2005 | -3.77 | |
| 0.2688 | 5.81 | |
| -0.2198 | -4.75 | |
| 0.0690 | 1.36 | |
| 0.0708 | 0.89 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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