Shibaura Machine Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.59% (+2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2071 | 9.55 | |
| 0.1313 | 7.76 | |
| 0.7485 | 23.79 | |
| -0.0071 | -0.27 | |
| 0.0828 | 2.05 | |
| -0.1773 | -5.95 | |
| 0.1788 | 6.47 | |
| -0.1247 | -4.32 | |
| 0.0647 | 2.08 | |
| -0.0046 | -0.15 | |
| -0.0407 | -1.45 | |
| 0.0444 | 1.69 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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