Sotoh Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.31% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7785 | 6.23 | |
| 0.0930 | 5.79 | |
| 0.8816 | 28.88 | |
| -0.0029 | -0.04 | |
| 0.0411 | 0.30 | |
| -0.1378 | -1.23 | |
| 0.1947 | 1.85 | |
| -0.1871 | -1.95 | |
| 0.1515 | 1.76 | |
| -0.0261 | -0.29 | |
| -0.0433 | -0.52 | |
| -0.0077 | -0.15 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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