Mcj Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:102.73% (-47.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3066 | 3.80 | |
| 0.3523 | 5.42 | |
| 0.4565 | 8.46 | |
| 0.2145 | 0.92 | |
| -0.1241 | -0.39 | |
| -0.3396 | -2.44 | |
| 0.5453 | 4.34 | |
| -0.5819 | -3.03 | |
| 0.5666 | 2.05 | |
| -0.5661 | -1.44 | |
| 0.4643 | 1.17 | |
| -0.2044 | -0.71 | |
| 0.0509 | 0.11 |
Estimation Period:
Jun 9, 2004 to Feb 10, 2026
Jun 9, 2004 to Feb 10, 2026
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