Mitsui Matsushima Hldg Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.94% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1306 | 6.97 | |
| 0.1751 | 6.02 | |
| 0.7049 | 20.93 | |
| -0.0256 | -0.59 | |
| 0.0981 | 1.46 | |
| -0.1229 | -2.18 | |
| 0.0385 | 0.59 | |
| 0.0420 | 0.69 | |
| -0.1051 | -2.20 | |
| 0.1509 | 3.02 | |
| -0.0907 | -1.44 | |
| 0.0584 | 0.99 | |
| -0.1733 | -2.37 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
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