Matsui Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:62.11% (+27.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5106 | 7.95 | |
| 0.1545 | 8.27 | |
| 0.7119 | 24.04 | |
| 0.0021 | 0.06 | |
| 0.0958 | 1.84 | |
| -0.2311 | -5.71 | |
| 0.2267 | 4.42 | |
| -0.1146 | -2.04 | |
| 0.0378 | 0.87 | |
| -0.0776 | -1.62 | |
| 0.1287 | 2.09 | |
| -0.1124 | -2.30 | |
| 0.0610 | 2.13 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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