Monotaro Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
59.55%
increased by 1.56%
1 Week
59.08%
increased by 1.09%
1 Month
57.53%
decreased by 0.46%
Analysis last updated: Thursday, May 21, 2026 at 07:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 10.4754 | 4.36 | |
| 0.0626 | 15.91 | |
| 0.9684 | 129.27 | |
| 3.5567 | 7.20 |
Estimation Period:
Dec 6, 2006 to May 15, 2026
Dec 6, 2006 to May 15, 2026
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