Matsumoto Inc AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:256.57% (-22.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1946 | 15.15 | |
| 0.1359 | 33.22 | |
| 0.8470 | 235.54 | |
| 0.5760 | 6.62 |
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Jan 20, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities