Mortgage Service Japan Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:76.79% (-12.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1128 | 5.58 | |
| 0.1898 | 3.26 | |
| 0.7257 | 11.15 | |
| 0.0195 | 3.92 |
Estimation Period:
Dec 19, 2016 to Feb 10, 2026
Dec 19, 2016 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Mortgage Service Japan Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities