Matsuya R&D Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.91% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5690 | 2.93 | |
| 0.1319 | 2.88 | |
| 0.6324 | 5.58 | |
| -3.6778 | -1.83 | |
| 7.7074 | 2.68 | |
| -7.5050 | -3.86 | |
| 5.9184 | 3.13 | |
| -2.7216 | -1.19 | |
| -1.6991 | -0.68 | |
| 3.8939 | 1.58 | |
| -2.2855 | -0.99 |
Estimation Period:
Apr 6, 2020 to Feb 13, 2026
Apr 6, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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