Marubeni Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:40.09% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3751 | 4.89 | |
| 0.1169 | 9.76 | |
| 0.8341 | 56.57 | |
| 0.0236 | 0.74 | |
| 0.0328 | 0.73 | |
| -0.1445 | -5.04 | |
| 0.1500 | 5.68 | |
| -0.1221 | -5.11 | |
| 0.1270 | 4.83 | |
| -0.0960 | -3.48 | |
| 0.0318 | 1.57 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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