Shima Seiki Manufacturing AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.73% (-3.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2905 | 37.38 | |
| 0.1919 | 41.76 | |
| 0.5829 | 87.33 | |
| 0.2763 | 5.00 |
Estimation Period:
Oct 28, 1993 to Feb 10, 2026
Oct 28, 1993 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Shima Seiki Manufacturing Analyses
Other AGARCH Analyses on International Equities