Ichibanya Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.64% (+4.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2360 | 3.87 | |
| 0.2155 | 7.03 | |
| 0.6162 | 14.61 | |
| 0.0094 | 0.20 | |
| 0.0178 | 0.29 | |
| 0.0257 | 0.72 | |
| -0.1198 | -2.89 | |
| 0.0851 | 2.33 | |
| -0.0162 | -0.76 |
Estimation Period:
Feb 25, 2000 to Feb 10, 2026
Feb 25, 2000 to Feb 10, 2026
News Impact Curve
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