Uematsu Shokai Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.37% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9487 | 4.27 | |
| 0.1407 | 5.44 | |
| 0.7726 | 21.66 | |
| -0.0333 | -0.60 | |
| -0.0517 | -0.66 | |
| 0.2042 | 4.75 | |
| -0.2298 | -5.58 | |
| 0.1886 | 4.53 | |
| -0.0969 | -2.64 | |
| 0.0214 | 0.79 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
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