Shimojima Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.63% (+5.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4184 | 2.47 | |
| 0.1361 | 6.36 | |
| 0.7493 | 21.90 | |
| 0.0052 | 0.05 | |
| -0.0578 | -0.48 | |
| 0.1241 | 2.52 | |
| -0.1264 | -2.12 | |
| 0.0841 | 1.59 | |
| 0.0175 | 0.46 | |
| -0.1425 | -4.47 | |
| 0.1458 | 6.18 |
Estimation Period:
Jan 4, 1996 to Feb 10, 2026
Jan 4, 1996 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Shimojima Co Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities