Maruzen Co Ltd (Mfg) Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.53% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2710 | 4.96 | |
| 0.0910 | 6.66 | |
| 0.8336 | 34.46 | |
| -0.1529 | -1.72 | |
| 0.1724 | 1.23 | |
| -0.0186 | -0.17 | |
| 0.0071 | 0.08 | |
| 0.0155 | 0.19 | |
| -0.0959 | -1.03 | |
| 0.2520 | 2.65 | |
| -0.3684 | -3.91 | |
| 0.2976 | 2.63 | |
| -0.1191 | -0.87 |
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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