Shima Seiki Manufacturing Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.06% (+1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8604 | 7.36 | |
| 0.1468 | 7.89 | |
| 0.6592 | 15.35 | |
| 0.1067 | 2.22 | |
| -0.1955 | -2.57 | |
| 0.0972 | 1.72 | |
| 0.0675 | 1.43 | |
| -0.1775 | -4.06 | |
| 0.1624 | 3.33 | |
| -0.0432 | -0.70 | |
| -0.0864 | -1.23 | |
| 0.1069 | 1.76 | |
| -0.0384 | -0.93 |
Estimation Period:
Oct 28, 1993 to Feb 10, 2026
Oct 28, 1993 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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