Marufuji Sheet Piling Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.11% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5435 | 4.63 | |
| 0.1603 | 8.72 | |
| 0.7752 | 34.49 | |
| -0.0165 | -0.28 | |
| 0.0996 | 1.19 | |
| -0.2075 | -3.71 | |
| 0.1903 | 3.25 | |
| -0.0635 | -1.15 | |
| -0.0105 | -0.21 | |
| -0.0017 | -0.03 | |
| -0.0306 | -0.55 | |
| 0.1245 | 2.07 | |
| -0.1135 | -2.35 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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