Maruwa Co Ltd (Ceramics) MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.19% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0565 | 13.78 | |
| 0.7735 | 94.53 | |
| 0.0816 | 12.77 | |
| 0.1093 | 1.63 | |
| 0.0450 | 1.70 | |
| 0.9406 | 27.21 |
Estimation Period:
Aug 29, 1995 to Feb 13, 2026
Aug 29, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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