Shobunsha Holdings Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.20% (-3.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0563 | 4.85 | |
| 0.2721 | 8.20 | |
| 0.6305 | 21.06 | |
| -0.2942 | -5.75 | |
| 0.3873 | 5.20 | |
| -0.0517 | -1.07 | |
| -0.1128 | -2.48 | |
| 0.1221 | 2.66 | |
| 0.0048 | 0.10 | |
| -0.2073 | -3.08 | |
| 0.2857 | 3.18 |
Estimation Period:
Nov 14, 1996 to Feb 10, 2026
Nov 14, 1996 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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