Matsuda Sangyo Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:55.89% (+5.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4904 | 4.05 | |
| 0.1480 | 8.06 | |
| 0.7410 | 27.59 | |
| -0.1118 | -1.15 | |
| -0.0660 | -0.49 | |
| 0.4093 | 5.00 | |
| -0.3754 | -4.53 | |
| 0.1282 | 1.58 | |
| 0.0500 | 0.75 | |
| -0.0033 | -0.05 | |
| -0.0020 | -0.03 | |
| -0.0901 | -1.21 | |
| 0.0815 | 1.50 |
Estimation Period:
Aug 28, 1995 to Feb 10, 2026
Aug 28, 1995 to Feb 10, 2026
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