Seraku Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.65% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8174 | 4.77 | |
| 0.1466 | 4.38 | |
| 0.6148 | 7.04 | |
| -0.2388 | -0.25 | |
| 1.2813 | 0.87 | |
| -1.6936 | -1.57 | |
| 1.6954 | 1.68 | |
| -2.6999 | -2.99 | |
| 3.0447 | 3.80 | |
| -2.8005 | -3.79 | |
| 2.9223 | 3.26 | |
| -2.5040 | -2.40 | |
| 1.3510 | 1.94 |
Estimation Period:
Jul 4, 2016 to Feb 10, 2026
Jul 4, 2016 to Feb 10, 2026
News Impact Curve
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