Shimojima Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.51% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1631 | 21.79 | |
| 0.1123 | 26.22 | |
| 0.8524 | 182.53 | |
| 0.0436 | 0.58 |
Estimation Period:
Jan 4, 1996 to Feb 10, 2026
Jan 4, 1996 to Feb 10, 2026
News Impact Curve
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