Miura Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.12% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8011 | 10.34 | |
| 0.1220 | 6.98 | |
| 0.7208 | 21.21 | |
| 0.0492 | 2.77 | |
| -0.0635 | -2.36 | |
| 0.0478 | 2.32 | |
| -0.0806 | -4.06 | |
| 0.0951 | 3.76 | |
| -0.0714 | -1.53 | |
| 0.0227 | 0.39 | |
| -0.0051 | -0.09 |
Estimation Period:
Jan 5, 1990 to Jan 30, 2026
Jan 5, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Miura Co Ltd Analyses
Other Spline-GARCH Analyses on International Equities