Saikaya Department Store Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:71.99% (-8.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5792 | 3.41 | |
| 0.1629 | 7.31 | |
| 0.7684 | 29.36 | |
| 0.0673 | 0.69 | |
| -0.3946 | -3.05 | |
| 0.7920 | 8.43 | |
| -0.8322 | -6.53 | |
| 0.5847 | 4.04 | |
| -0.4557 | -2.70 | |
| 0.5569 | 2.67 | |
| -0.6969 | -3.80 | |
| 0.7552 | 5.34 |
Estimation Period:
Jan 8, 1990 to Feb 10, 2026
Jan 8, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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