Business Brain Showa Ota Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.84% (+3.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2353 | 5.73 | |
| 0.1851 | 4.69 | |
| 0.6232 | 9.70 | |
| -0.0364 | -0.96 | |
| 0.0314 | 0.55 | |
| -0.0089 | -0.21 | |
| 0.0594 | 1.52 | |
| -0.0483 | -1.39 | |
| -0.0330 | -1.08 | |
| 0.0567 | 2.24 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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