Misawa & Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.04% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2061 | 3.12 | |
| 0.4142 | 4.02 | |
| 0.4262 | 5.35 | |
| 0.3440 | 0.90 | |
| 0.0105 | 0.02 | |
| -1.0698 | -2.54 | |
| 1.6383 | 4.85 | |
| -1.4213 | -3.45 | |
| 0.2562 | 0.45 | |
| 0.3343 | 0.66 | |
| 0.2641 | 0.49 | |
| -0.3345 | -0.28 |
Estimation Period:
Dec 23, 2011 to Feb 6, 2026
Dec 23, 2011 to Feb 6, 2026
News Impact Curve
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