Mitsui Fudosan Logistics Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.12% (+3.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0708 | 7.78 | |
| 0.1403 | 4.24 | |
| 0.7236 | 12.24 | |
| 0.1381 | 3.30 | |
| -0.2360 | -3.57 | |
| 0.1247 | 1.67 |
Estimation Period:
Aug 2, 2016 to Feb 13, 2026
Aug 2, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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