Marubun Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.16% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1168 | 16.14 | |
| 0.0754 | 29.47 | |
| 0.9117 | 328.05 |
Estimation Period:
Mar 20, 1997 to Feb 13, 2026
Mar 20, 1997 to Feb 13, 2026
News Impact Curve
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