Musashi Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.45% (-3.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0151 | 4.90 | |
| 0.2171 | 7.48 | |
| 0.6608 | 16.64 | |
| -0.0651 | -0.99 | |
| -0.0037 | -0.04 | |
| 0.1701 | 2.65 | |
| -0.2218 | -3.31 | |
| 0.2294 | 3.20 | |
| -0.1753 | -2.93 | |
| 0.1169 | 2.10 | |
| -0.0659 | -1.33 |
Estimation Period:
Oct 31, 1996 to Feb 13, 2026
Oct 31, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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