Mitsui DM Sugar Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.97% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5554 | 7.75 | |
| 0.1467 | 8.74 | |
| 0.6823 | 21.22 | |
| -0.0298 | -0.71 | |
| 0.0881 | 1.26 | |
| -0.1301 | -2.45 | |
| 0.1438 | 3.55 | |
| -0.1129 | -2.58 | |
| 0.0310 | 0.59 | |
| 0.0560 | 1.21 | |
| -0.1231 | -2.02 | |
| 0.1514 | 2.04 | |
| -0.1495 | -1.80 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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