Muromachi Chemicals Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:85.25% (+3.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1939 | 1.89 | |
| 0.5080 | 2.96 | |
| 0.2417 | 3.10 | |
| 5.9819 | 1.58 | |
| -7.4915 | -1.44 | |
| 0.1216 | 0.03 | |
| 3.5001 | 1.02 | |
| -2.5467 | -0.97 | |
| 2.7768 | 1.04 | |
| -9.4992 | -2.32 | |
| 22.0753 | 3.73 |
Estimation Period:
Feb 26, 2021 to Feb 13, 2026
Feb 26, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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