Shinpo Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.26% (+3.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2812 | 6.44 | |
| 0.1362 | 6.23 | |
| 0.7806 | 19.12 | |
| -0.0978 | -3.35 | |
| 0.2007 | 4.30 | |
| -0.1974 | -5.43 | |
| 0.1773 | 5.48 | |
| -0.1528 | -4.55 | |
| 0.1039 | 3.47 |
Estimation Period:
Feb 3, 1997 to Feb 6, 2026
Feb 3, 1997 to Feb 6, 2026
News Impact Curve
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