Morishita Jintan Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.32% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4783 | 4.91 | |
| 0.3157 | 7.78 | |
| 0.6035 | 15.36 | |
| 0.0407 | 0.55 | |
| -0.0585 | -0.52 | |
| -0.1090 | -1.52 | |
| 0.3018 | 5.16 | |
| -0.2327 | -3.47 | |
| 0.0231 | 0.30 | |
| 0.0010 | 0.01 | |
| 0.1137 | 1.40 | |
| -0.0965 | -0.62 | |
| -0.0675 | -0.21 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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