Shimadaya Corporation AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.59% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3784 | 7.13 | |
| 0.1896 | 8.65 | |
| 0.6600 | 28.18 | |
| -0.3278 | -1.53 |
Estimation Period:
Oct 1, 2024 to Feb 6, 2026
Oct 1, 2024 to Feb 6, 2026
News Impact Curve
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