Matsui Construction Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:64.41% (+25.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4968 | 8.01 | |
| 0.1545 | 8.22 | |
| 0.7079 | 23.38 | |
| -0.0053 | -0.15 | |
| 0.1127 | 2.18 | |
| -0.2528 | -6.36 | |
| 0.2518 | 5.01 | |
| -0.1397 | -2.55 | |
| 0.0610 | 1.45 | |
| -0.0994 | -2.12 | |
| 0.1556 | 2.52 | |
| -0.1598 | -2.99 | |
| 0.1767 | 3.30 |
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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