Shima Seiki Manufacturing EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.16% (-4.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1460 | 13.77 | |
| 0.1977 | 32.69 | |
| 0.9205 | 173.54 | |
| -0.0323 | -5.16 |
Estimation Period:
Oct 28, 1993 to Feb 6, 2026
Oct 28, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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