Shirohato Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.24% (+7.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7891 | 2.01 | |
| 0.4634 | 5.89 | |
| 0.5027 | 8.51 | |
| 2.1761 | 2.21 | |
| -3.3375 | -2.21 | |
| 2.0371 | 2.63 | |
| -1.6059 | -2.40 | |
| 1.1442 | 1.62 | |
| -0.5101 | -0.94 | |
| 0.5883 | 0.97 | |
| -1.3673 | -2.00 | |
| 1.2802 | 3.08 |
Estimation Period:
Apr 23, 2014 to Feb 6, 2026
Apr 23, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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