Morimatsu International Hold Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.29% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0390 | 5.43 | |
| 0.0496 | 2.41 | |
| 0.8680 | 17.81 | |
| -0.3639 | -1.35 | |
| 0.7761 | 2.02 | |
| -0.5924 | -3.17 |
Estimation Period:
Jun 28, 2021 to Feb 6, 2026
Jun 28, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Morimatsu International Hold Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities