UMENOHANA GROUP CO LTD Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.50% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1998 | 4.76 | |
| 0.3913 | 6.26 | |
| 0.4898 | 10.49 | |
| 0.1656 | 2.06 | |
| -0.1609 | -1.14 | |
| 0.0283 | 0.24 | |
| -0.0684 | -0.69 | |
| 0.0165 | 0.18 | |
| 0.1670 | 1.58 | |
| -0.3844 | -2.68 | |
| 0.4621 | 2.40 |
Estimation Period:
May 5, 1999 to Feb 10, 2026
May 5, 1999 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other UMENOHANA GROUP CO LTD Analyses
Other Spline-GARCH Analyses on International Equities