Musashi Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.99% (-3.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0118 | 5.00 | |
| 0.2382 | 7.49 | |
| 0.6223 | 15.29 | |
| -0.0654 | -1.02 | |
| -0.0045 | -0.05 | |
| 0.1714 | 2.73 | |
| -0.2173 | -3.32 | |
| 0.2093 | 3.00 | |
| -0.1200 | -2.07 | |
| -0.0193 | -0.34 | |
| 0.2676 | 2.43 |
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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