Sakurajima Futo Kaisha Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.34% (+4.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6365 | 3.29 | |
| 0.1951 | 6.60 | |
| 0.6173 | 13.66 | |
| 0.0988 | 0.91 | |
| -0.3381 | -2.37 | |
| 0.3609 | 5.30 | |
| -0.1211 | -2.06 | |
| -0.0173 | -0.29 | |
| 0.0600 | 0.82 | |
| -0.0918 | -0.96 | |
| -0.0099 | -0.09 | |
| 0.1992 | 1.97 | |
| -0.2071 | -3.10 |
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Sep 30, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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