Sotetsu Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.04% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0735 | 8.42 | |
| 0.1606 | 8.51 | |
| 0.7138 | 27.63 | |
| 0.0329 | 2.61 | |
| -0.0470 | -2.39 | |
| 0.0217 | 1.52 | |
| 0.0143 | 0.92 | |
| -0.0481 | -2.57 | |
| 0.0348 | 2.37 |
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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