Morinaga & Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.67% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4665 | 7.78 | |
| 0.1534 | 5.31 | |
| 0.7120 | 16.95 | |
| 0.0551 | 1.89 | |
| -0.0624 | -1.46 | |
| -0.0434 | -1.36 | |
| 0.1078 | 2.82 | |
| -0.1142 | -3.09 | |
| 0.1789 | 5.40 | |
| -0.2469 | -6.29 | |
| 0.1702 | 4.17 | |
| -0.0441 | -1.58 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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