Sagami Rubber Industries Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.31% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3493 | 5.71 | |
| 0.1638 | 5.64 | |
| 0.7682 | 17.37 | |
| 0.0352 | 0.47 | |
| -0.0516 | -0.41 | |
| -0.0327 | -0.28 | |
| 0.1380 | 1.01 | |
| -0.1864 | -1.38 | |
| 0.2186 | 1.93 | |
| -0.1768 | -1.94 | |
| -0.0365 | -0.41 | |
| 0.2310 | 2.91 | |
| -0.1918 | -3.58 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Sagami Rubber Industries Co Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities