Mitsubishi Pencil Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.62% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4970 | 9.92 | |
| 0.1847 | 7.13 | |
| 0.5698 | 11.30 | |
| 0.0130 | 0.49 | |
| -0.0129 | -0.32 | |
| -0.0272 | -0.95 | |
| 0.0945 | 3.36 | |
| -0.1278 | -4.33 | |
| 0.1111 | 3.05 | |
| -0.1008 | -2.10 | |
| 0.0862 | 1.92 | |
| -0.0668 | -1.47 |
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Jan 5, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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