Shibaura Machine Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.66% (+2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0981 | 8.83 | |
| 0.1325 | 7.62 | |
| 0.7427 | 23.10 | |
| -0.0280 | -1.05 | |
| 0.1135 | 2.78 | |
| -0.1943 | -6.50 | |
| 0.1925 | 6.94 | |
| -0.1360 | -4.69 | |
| 0.0731 | 2.35 | |
| -0.0134 | -0.42 | |
| -0.0241 | -0.50 | |
| 0.0035 | 0.03 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
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