Matsuya R&D Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:41.42% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5594 | 2.99 | |
| 0.1192 | 2.80 | |
| 0.6441 | 5.36 | |
| -3.6593 | -1.85 | |
| 7.6749 | 2.71 | |
| -7.5332 | -3.94 | |
| 6.1351 | 3.36 | |
| -3.3042 | -1.54 | |
| -0.4868 | -0.22 | |
| 1.4435 | 0.86 | |
| 3.4992 | 1.48 |
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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