The Monogatari Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:90.27% (+58.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4368 | 3.95 | |
| 0.2257 | 7.15 | |
| 0.6105 | 14.11 | |
| 0.6501 | 1.97 | |
| -1.1551 | -1.99 | |
| 1.0266 | 2.25 | |
| -0.9430 | -3.22 | |
| 0.8548 | 3.30 | |
| -0.8646 | -2.70 | |
| 0.7672 | 2.51 | |
| -0.6278 | -2.19 | |
| 0.4117 | 1.25 | |
| -0.0205 | -0.04 |
Estimation Period:
Mar 26, 2008 to Feb 10, 2026
Mar 26, 2008 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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