Maruhachi Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.06% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0766 | 1.87 | |
| 0.2276 | 4.80 | |
| 0.7051 | 13.85 | |
| -0.1437 | -0.09 | |
| 0.3123 | 0.14 | |
| -1.5387 | -1.11 | |
| 3.5882 | 3.25 | |
| -4.0403 | -4.44 | |
| 2.1529 | 2.07 | |
| 0.8888 | 0.87 | |
| -2.9272 | -2.66 | |
| 3.1427 | 2.55 | |
| -2.0091 | -1.94 |
Estimation Period:
Apr 8, 2016 to Feb 6, 2026
Apr 8, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Maruhachi Holdings Co Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities