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V-Lab

Shima Seiki Manufacturing Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.06% (+1.27%)
Analysis last updated: Friday, February 13, 2026 at 09:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shima Seiki Manufacturing S0GARCH
paramt-stat
ω0.86047.36
α0.14687.89
β0.659215.35
γ10.10672.22
γ2-0.1955-2.57
γ30.09721.72
γ40.06751.43
γ5-0.1775-4.06
γ60.16243.33
γ7-0.0432-0.70
γ8-0.0864-1.23
γ90.10691.76
γ10-0.0384-0.93
Estimation Period:
Oct 28, 1993 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts