Sagami Rubber Industries Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.29% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4036 | 5.85 | |
| 0.1621 | 5.77 | |
| 0.7700 | 18.09 | |
| 0.0507 | 0.68 | |
| -0.0690 | -0.54 | |
| -0.0366 | -0.31 | |
| 0.1529 | 1.11 | |
| -0.2037 | -1.49 | |
| 0.2312 | 2.04 | |
| -0.1789 | -1.96 | |
| -0.0544 | -0.61 | |
| 0.2863 | 2.58 | |
| -0.3300 | -1.42 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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