Sakai Heavy Industries Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.35% (+4.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4318 | 8.85 | |
| 0.2168 | 8.51 | |
| 0.6541 | 20.53 | |
| 0.0817 | 2.78 | |
| -0.1087 | -2.13 | |
| 0.0156 | 0.39 | |
| 0.0382 | 1.28 | |
| -0.0620 | -2.79 | |
| 0.0639 | 3.12 | |
| -0.0541 | -2.18 | |
| 0.0425 | 2.01 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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