Shibusawa Logistics Corp GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.33% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0724 | 19.99 | |
| 0.0978 | 33.36 | |
| 0.8913 | 305.96 |
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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