Pepper Food Service Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.95% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3172 | 3.10 | |
| 0.1994 | 5.47 | |
| 0.6207 | 11.79 | |
| 0.2326 | 1.06 | |
| -0.5028 | -1.55 | |
| 0.7407 | 2.85 | |
| -0.7993 | -3.00 | |
| 0.4838 | 2.17 | |
| -0.2657 | -1.65 | |
| 0.1012 | 0.49 | |
| 0.1588 | 0.48 | |
| -0.6677 | -1.33 |
Estimation Period:
Sep 21, 2006 to Feb 10, 2026
Sep 21, 2006 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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