Shimadzu Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.96% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2288 | 7.94 | |
| 0.1180 | 8.22 | |
| 0.7926 | 35.85 | |
| -0.0097 | -0.29 | |
| 0.0929 | 1.92 | |
| -0.1948 | -6.65 | |
| 0.1954 | 7.11 | |
| -0.1256 | -3.78 | |
| 0.0646 | 1.72 | |
| -0.0387 | -0.90 | |
| 0.0104 | 0.21 | |
| 0.0027 | 0.04 |
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Jan 5, 1990 to Feb 10, 2026
News Impact Curve
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