Maruchiyo Yamaoka Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.54% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0290 | 11.05 | |
| 0.1204 | 19.49 | |
| 0.9934 | 1,175.67 | |
| 0.0292 | 6.46 |
Estimation Period:
Feb 21, 2006 to Feb 6, 2026
Feb 21, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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