Saikaya Department Store Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:56.67% (-6.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5975 | 3.24 | |
| 0.1678 | 7.63 | |
| 0.7751 | 31.57 | |
| 0.0465 | 0.46 | |
| -0.3587 | -2.67 | |
| 0.7660 | 7.70 | |
| -0.8130 | -5.99 | |
| 0.5674 | 3.71 | |
| -0.4354 | -2.50 | |
| 0.5214 | 2.45 | |
| -0.6156 | -3.30 | |
| 0.4872 | 4.70 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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