Mugen Estate Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.27% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7955 | 6.41 | |
| 0.1507 | 4.09 | |
| 0.2144 | 1.56 | |
| 0.5691 | 1.21 | |
| -1.3193 | -1.67 | |
| 1.8326 | 2.46 | |
| -1.9369 | -2.11 | |
| 1.5048 | 1.77 | |
| -1.6767 | -3.21 | |
| 2.1720 | 4.36 | |
| -0.9112 | -1.46 | |
| -1.5270 | -2.38 | |
| 1.9953 | 1.92 |
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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