Mori-Gumi Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.50% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5864 | 5.23 | |
| 0.2361 | 5.97 | |
| 0.5696 | 12.16 | |
| -0.0748 | -0.62 | |
| -0.1245 | -0.66 | |
| 0.3577 | 2.65 | |
| -0.2338 | -1.70 | |
| 0.1331 | 1.04 | |
| -0.1358 | -1.13 | |
| 0.2049 | 2.08 | |
| -0.3754 | -4.08 | |
| 0.4513 | 4.50 | |
| -0.2261 | -3.31 |
Estimation Period:
Sep 30, 1993 to Feb 10, 2026
Sep 30, 1993 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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