Mori-Gumi Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.65% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0082 | 0.95 | |
| 0.1554 | 22.79 | |
| 0.8930 | 261.81 | |
| -0.3350 | -3.98 |
Estimation Period:
Sep 30, 1993 to Feb 6, 2026
Sep 30, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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