Matsumoto Inc EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:203.18% (-21.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1559 | 26.67 | |
| 0.2493 | 34.41 | |
| 0.9433 | 328.22 | |
| -0.0262 | -3.24 |
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Jan 20, 1995 to Feb 10, 2026
News Impact Curve
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