Ensuiko Sugar Refining Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.77% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3372 | 5.31 | |
| 0.2268 | 8.08 | |
| 0.6626 | 24.93 | |
| -0.0424 | -0.83 | |
| 0.0607 | 0.84 | |
| -0.0387 | -0.97 | |
| 0.0159 | 0.45 | |
| 0.0569 | 1.52 | |
| -0.1438 | -3.29 | |
| 0.1459 | 2.76 | |
| -0.0279 | -0.41 | |
| 0.0122 | 0.12 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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