Shikibo Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.30% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1494 | 5.29 | |
| 0.1230 | 7.61 | |
| 0.8097 | 30.22 | |
| -0.0870 | -1.61 | |
| 0.1190 | 1.44 | |
| -0.0738 | -1.21 | |
| 0.1185 | 1.73 | |
| -0.1759 | -2.52 | |
| 0.1526 | 2.68 | |
| -0.0712 | -1.25 | |
| 0.0514 | 0.75 | |
| -0.0978 | -0.84 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
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