Sankyo Tateyama Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.25% (+7.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2325 | 6.81 | |
| 0.1633 | 4.61 | |
| 0.6005 | 9.24 | |
| 0.0433 | 0.19 | |
| -0.1203 | -0.35 | |
| 0.1507 | 0.59 | |
| 0.1328 | 0.50 | |
| -0.6395 | -2.33 | |
| 0.8260 | 3.13 | |
| -0.7784 | -3.01 | |
| 0.6067 | 3.06 |
Estimation Period:
Dec 3, 2012 to Feb 10, 2026
Dec 3, 2012 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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