Sato Shoji Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.49% (+2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2474 | 7.89 | |
| 0.1330 | 8.12 | |
| 0.7475 | 27.14 | |
| 0.0384 | 1.55 | |
| -0.0979 | -2.60 | |
| 0.1166 | 4.69 | |
| -0.1168 | -5.44 | |
| 0.1397 | 6.64 | |
| -0.1448 | -6.17 | |
| 0.0889 | 4.24 |
Estimation Period:
Jan 9, 1990 to Feb 10, 2026
Jan 9, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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