Mitsui Fudosan Logistics Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.33% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0804 | 7.86 | |
| 0.1418 | 4.23 | |
| 0.7198 | 12.04 | |
| 0.1455 | 3.69 | |
| -0.2526 | -4.44 | |
| 0.1536 | 5.09 |
Estimation Period:
Aug 2, 2016 to Feb 6, 2026
Aug 2, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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