Shinpo Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.93% (+4.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2425 | 4.52 | |
| 0.1257 | 7.09 | |
| 0.8005 | 23.84 | |
| -0.1312 | -1.01 | |
| 0.1139 | 0.61 | |
| 0.1017 | 0.83 | |
| -0.0429 | -0.36 | |
| -0.1918 | -1.79 | |
| 0.2140 | 2.18 | |
| 0.0697 | 0.77 | |
| -0.3672 | -3.57 | |
| 0.4058 | 2.52 | |
| -0.3939 | -1.42 |
Estimation Period:
Feb 3, 1997 to Feb 6, 2026
Feb 3, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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