Shobunsha Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.96% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0838 | 4.88 | |
| 0.2734 | 8.11 | |
| 0.6291 | 20.95 | |
| -0.2856 | -5.59 | |
| 0.3747 | 5.04 | |
| -0.0456 | -0.95 | |
| -0.1157 | -2.55 | |
| 0.1255 | 2.76 | |
| -0.0055 | -0.12 | |
| -0.1792 | -3.13 | |
| 0.2040 | 4.25 |
Estimation Period:
Nov 14, 1996 to Feb 13, 2026
Nov 14, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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