Shin Nippon Biomedical Lab Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.49% (-8.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3990 | 6.52 | |
| 0.1939 | 6.22 | |
| 0.6583 | 14.86 | |
| 0.0351 | 0.81 | |
| 0.0002 | 0.00 | |
| -0.1091 | -1.68 | |
| 0.1588 | 2.56 | |
| -0.1535 | -2.91 | |
| 0.0968 | 2.73 |
Estimation Period:
Mar 12, 2004 to Feb 13, 2026
Mar 12, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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