Zozo Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.40% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7016 | 6.04 | |
| 0.0088 | 1.59 | |
| 0.9273 | 29.50 | |
| 0.0058 | 0.13 | |
| 0.0126 | 0.18 | |
| 0.0018 | 0.03 | |
| -0.0942 | -1.64 | |
| 0.1903 | 3.44 |
Estimation Period:
Dec 12, 2007 to Feb 13, 2026
Dec 12, 2007 to Feb 13, 2026
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