Shimamura Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.60% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0431 | 16.24 | |
| 0.1355 | 25.71 | |
| 0.9750 | 654.34 | |
| -0.0265 | -6.67 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
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