Sangetsu Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.34% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5414 | 5.75 | |
| 0.1137 | 8.70 | |
| 0.8038 | 36.79 | |
| 0.1125 | 2.89 | |
| -0.0883 | -1.24 | |
| -0.0758 | -1.16 | |
| 0.0638 | 1.04 | |
| -0.0171 | -0.31 | |
| 0.0747 | 1.27 | |
| -0.1668 | -2.51 | |
| 0.1835 | 3.56 | |
| -0.1508 | -3.24 | |
| 0.0890 | 2.69 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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