Morimatsu International Hold Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.51% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2568 | 7.89 | |
| 0.0577 | 2.59 | |
| 0.8641 | 18.96 | |
| 0.1111 | 3.11 |
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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