Morita Hldgs EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.58% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 11.59 | |
| 0.1352 | 30.27 | |
| 0.9838 | 707.25 | |
| -0.0366 | -7.92 |
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Jan 5, 1990 to Feb 10, 2026
News Impact Curve
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