Mori-Gumi Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:9.02% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5973 | 5.25 | |
| 0.2392 | 6.05 | |
| 0.5699 | 12.47 | |
| -0.0628 | -0.51 | |
| -0.1477 | -0.78 | |
| 0.3823 | 2.77 | |
| -0.2612 | -1.86 | |
| 0.1603 | 1.23 | |
| -0.1621 | -1.34 | |
| 0.2334 | 2.37 | |
| -0.4175 | -4.66 | |
| 0.5343 | 5.08 | |
| -0.4404 | -2.75 |
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Sep 30, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Mori-Gumi Co Ltd Analyses
Other Spline-GARCH Analyses on International Equities