Shochiku Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.93% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7956 | 7.95 | |
| 0.1444 | 5.78 | |
| 0.7129 | 12.02 | |
| -0.0647 | -1.72 | |
| 0.1993 | 3.36 | |
| -0.2952 | -6.24 | |
| 0.3036 | 6.60 | |
| -0.2153 | -4.38 | |
| 0.0690 | 1.06 | |
| 0.0696 | 0.85 | |
| -0.1141 | -1.22 | |
| 0.0407 | 0.47 | |
| 0.0729 | 0.83 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
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