Maruhachi Holdings Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.22% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0528 | 14.55 | |
| 0.2444 | 22.83 | |
| 0.7325 | 80.10 | |
| 0.0829 | 2.39 |
Estimation Period:
Apr 8, 2016 to Feb 6, 2026
Apr 8, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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