Seraku Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.67% (-3.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2881 | 6.36 | |
| 0.1639 | 4.16 | |
| 0.5302 | 6.18 | |
| 0.8859 | 1.85 | |
| -0.8458 | -1.15 | |
| 0.3742 | 0.73 | |
| -1.1699 | -2.21 | |
| 1.1799 | 2.37 | |
| -0.8744 | -1.98 | |
| 1.3780 | 2.94 | |
| -2.7352 | -3.01 |
Estimation Period:
Jul 4, 2016 to Feb 10, 2026
Jul 4, 2016 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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