Morimatsu International Hold EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.16% (-2.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1138 | 10.85 | |
| 0.1188 | 9.47 | |
| 0.9582 | 249.71 | |
| -0.0030 | -0.26 |
Estimation Period:
Jun 28, 2021 to Feb 6, 2026
Jun 28, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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