UMENOHANA GROUP CO LTD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:6.76% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9128 | 4.96 | |
| 0.3864 | 6.22 | |
| 0.4847 | 10.44 | |
| 0.1349 | 2.77 | |
| -0.1281 | -1.53 | |
| 0.0180 | 0.23 | |
| -0.0979 | -1.26 | |
| 0.2119 | 2.53 | |
| -0.2814 | -2.99 | |
| 0.2029 | 2.97 |
Estimation Period:
May 5, 1999 to Feb 10, 2026
May 5, 1999 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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