Muto Seiko Co Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.62% (+7.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3755 | 21.10 | |
| 0.1445 | 23.40 | |
| 0.8288 | 146.15 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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