Sakurajima Futo Kaisha Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.71% (+5.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6742 | 3.47 | |
| 0.2021 | 6.54 | |
| 0.6085 | 13.09 | |
| 0.1372 | 1.30 | |
| -0.3976 | -2.85 | |
| 0.3946 | 5.85 | |
| -0.1385 | -2.36 | |
| -0.0132 | -0.22 | |
| 0.0612 | 0.84 | |
| -0.0859 | -0.91 | |
| -0.0367 | -0.33 | |
| 0.2684 | 2.42 | |
| -0.4141 | -1.97 |
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Sep 30, 1993 to Feb 13, 2026
News Impact Curve
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