Marubeni Corp GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:43.90% (-2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0830 | 23.91 | |
| 0.0978 | 43.80 | |
| 0.8926 | 409.46 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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