Maruchiyo Yamaoka Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.32% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0109 | 9.73 | |
| 0.0502 | 17.66 | |
| 0.9498 | 382.23 |
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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