Shikigaku Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.57% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8169 | 4.97 | |
| 0.1527 | 4.17 | |
| 0.6853 | 11.14 | |
| 4.1912 | 3.70 | |
| -7.1054 | -3.88 | |
| 5.1039 | 3.51 | |
| -4.3726 | -2.73 | |
| 3.8376 | 2.15 | |
| -1.8788 | -0.92 | |
| -0.4708 | -0.21 | |
| 1.3245 | 0.57 |
Estimation Period:
Feb 22, 2019 to Feb 13, 2026
Feb 22, 2019 to Feb 13, 2026
News Impact Curve
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