Seiko Epson Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.25% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5427 | 4.56 | |
| 0.0893 | 5.69 | |
| 0.7713 | 20.10 | |
| 0.2772 | 1.68 | |
| -0.2620 | -1.22 | |
| -0.2022 | -2.04 | |
| 0.4630 | 4.57 | |
| -0.5191 | -3.98 | |
| 0.2354 | 1.46 | |
| 0.2041 | 1.11 | |
| -0.3511 | -2.10 | |
| 0.2580 | 1.75 | |
| -0.2555 | -1.11 |
Estimation Period:
Jun 26, 2003 to Feb 10, 2026
Jun 26, 2003 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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