Shin Nippon Biomedical Lab Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.88% (-8.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3973 | 6.54 | |
| 0.1920 | 6.18 | |
| 0.6601 | 14.78 | |
| 0.0353 | 0.81 | |
| -0.0002 | -0.00 | |
| -0.1077 | -1.65 | |
| 0.1546 | 2.42 | |
| -0.1420 | -2.25 | |
| 0.0623 | 0.73 |
Estimation Period:
Mar 12, 2004 to Feb 13, 2026
Mar 12, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Shin Nippon Biomedical Lab Analyses
Other Spline-GARCH Analyses on International Equities