Ryohin Keikaku Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.50% (-5.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8926 | 5.10 | |
| 0.1640 | 5.59 | |
| 0.6382 | 14.73 | |
| 0.0921 | 2.01 | |
| -0.2301 | -3.67 | |
| 0.2276 | 5.38 | |
| -0.1462 | -3.62 | |
| 0.1059 | 2.55 | |
| -0.0640 | -1.29 | |
| 0.0392 | 0.84 | |
| -0.0636 | -1.46 | |
| 0.0535 | 1.22 |
Estimation Period:
Aug 16, 1995 to Feb 13, 2026
Aug 16, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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