Marubeni Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:50.53% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3698 | 4.86 | |
| 0.1170 | 9.77 | |
| 0.8342 | 56.73 | |
| 0.0225 | 0.70 | |
| 0.0346 | 0.77 | |
| -0.1457 | -5.07 | |
| 0.1508 | 5.70 | |
| -0.1226 | -5.11 | |
| 0.1271 | 4.81 | |
| -0.0953 | -3.44 | |
| 0.0309 | 1.52 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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