Shinnihon Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.32% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2514 | 2.51 | |
| 0.1090 | 6.29 | |
| 0.8343 | 27.58 | |
| 0.1001 | 0.89 | |
| -0.2182 | -1.49 | |
| 0.2422 | 3.75 | |
| -0.2122 | -3.78 | |
| 0.1226 | 2.31 | |
| -0.0291 | -0.56 | |
| -0.0233 | -0.41 | |
| -0.0100 | -0.15 | |
| 0.0914 | 0.90 |
Estimation Period:
Oct 6, 1994 to Feb 10, 2026
Oct 6, 1994 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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