Matsuda Sangyo Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:60.18% (+5.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5008 | 4.27 | |
| 0.1472 | 7.93 | |
| 0.7331 | 26.10 | |
| -0.0923 | -0.99 | |
| -0.0988 | -0.76 | |
| 0.4344 | 5.39 | |
| -0.3954 | -4.84 | |
| 0.1387 | 1.75 | |
| 0.0521 | 0.80 | |
| -0.0208 | -0.33 | |
| 0.0406 | 0.55 | |
| -0.1858 | -2.21 | |
| 0.3278 | 2.93 |
Estimation Period:
Aug 28, 1995 to Feb 10, 2026
Aug 28, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Matsuda Sangyo Co Ltd Analyses
Other Spline-GARCH Analyses on International Equities