Shizuoka Gas Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.93% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8681 | 7.46 | |
| 0.1219 | 2.63 | |
| 0.7173 | 6.27 | |
| -0.2160 | -2.64 | |
| 0.2997 | 2.91 |
Estimation Period:
Jan 21, 2021 to Feb 6, 2026
Jan 21, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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