Shibuya Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.49% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7443 | 6.52 | |
| 0.1200 | 7.62 | |
| 0.7400 | 24.99 | |
| -0.0849 | -1.64 | |
| 0.1147 | 1.53 | |
| -0.0985 | -2.15 | |
| 0.1437 | 3.64 | |
| -0.1042 | -2.46 | |
| 0.0418 | 0.79 | |
| -0.0019 | -0.03 | |
| -0.0588 | -0.95 | |
| 0.0759 | 1.50 | |
| -0.0253 | -0.74 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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