Mugen Estate Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.59% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7661 | 6.33 | |
| 0.1490 | 4.05 | |
| 0.2188 | 1.57 | |
| 0.5193 | 1.10 | |
| -1.2407 | -1.57 | |
| 1.7778 | 2.37 | |
| -1.8877 | -2.04 | |
| 1.4612 | 1.71 | |
| -1.6419 | -3.12 | |
| 2.1543 | 4.30 | |
| -0.9192 | -1.48 | |
| -1.4828 | -2.67 | |
| 1.8758 | 5.02 |
Estimation Period:
Jun 18, 2014 to Feb 10, 2026
Jun 18, 2014 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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