Mitani Sekisan Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.92% (+6.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5864 | 4.75 | |
| 0.1330 | 6.14 | |
| 0.6457 | 10.91 | |
| -0.0814 | -1.17 | |
| -0.0517 | -0.55 | |
| 0.2706 | 4.45 | |
| -0.2300 | -3.04 | |
| 0.1625 | 2.00 | |
| -0.1145 | -1.71 | |
| 0.1035 | 1.96 | |
| -0.1166 | -2.25 | |
| 0.0865 | 1.29 |
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Sep 30, 1993 to Feb 13, 2026
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