Maruzen Co Ltd (Mfg) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.49% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3312 | 5.17 | |
| 0.0905 | 6.66 | |
| 0.8350 | 34.56 | |
| -0.1278 | -1.44 | |
| 0.1358 | 0.97 | |
| -0.0019 | -0.02 | |
| 0.0021 | 0.02 | |
| 0.0109 | 0.14 | |
| -0.0862 | -0.93 | |
| 0.2432 | 2.57 | |
| -0.3661 | -4.11 | |
| 0.3081 | 3.24 | |
| -0.1603 | -2.22 |
Estimation Period:
Oct 6, 1995 to Feb 10, 2026
Oct 6, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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