Shiseido Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.43% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1778 | 7.04 | |
| 0.0995 | 7.13 | |
| 0.7979 | 32.53 | |
| 0.0402 | 1.36 | |
| 0.0134 | 0.32 | |
| -0.1416 | -5.12 | |
| 0.1505 | 5.07 | |
| -0.1074 | -3.60 | |
| 0.1084 | 3.60 | |
| -0.1195 | -3.87 | |
| 0.0873 | 2.99 | |
| -0.0458 | -1.88 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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