Shochiku Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.45% (+3.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0252 | 8.96 | |
| 0.1412 | 5.72 | |
| 0.7155 | 12.15 | |
| -0.0101 | -0.27 | |
| 0.1138 | 1.89 | |
| -0.2415 | -5.02 | |
| 0.2630 | 5.69 | |
| -0.1844 | -3.78 | |
| 0.0475 | 0.75 | |
| 0.0847 | 1.07 | |
| -0.1318 | -1.49 | |
| 0.0780 | 1.00 | |
| -0.0262 | -0.58 |
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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