Morita Hldgs Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.30% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0788 | 5.90 | |
| 0.0998 | 8.23 | |
| 0.8133 | 37.71 | |
| 0.1558 | 7.17 | |
| -0.2308 | -7.32 | |
| 0.1216 | 5.72 | |
| -0.0684 | -3.43 | |
| 0.0328 | 1.52 | |
| -0.0166 | -0.70 | |
| 0.0094 | 0.49 |
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Jan 5, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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