Shofu Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.55% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1600 | 5.10 | |
| 0.1667 | 6.25 | |
| 0.7439 | 19.70 | |
| -0.1415 | -2.27 | |
| 0.1833 | 1.76 | |
| -0.0704 | -0.77 | |
| 0.0947 | 1.06 | |
| -0.1553 | -2.06 | |
| 0.2341 | 4.57 | |
| -0.2758 | -6.53 | |
| 0.1744 | 5.16 |
Estimation Period:
Feb 21, 1997 to Feb 13, 2026
Feb 21, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities