Marufuji Sheet Piling Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.12% (-2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8332 | 7.17 | |
| 0.1577 | 8.55 | |
| 0.7753 | 33.36 | |
| 0.0555 | 3.60 | |
| -0.1015 | -4.20 | |
| 0.0786 | 4.41 | |
| -0.0498 | -3.10 | |
| -0.0001 | -0.01 | |
| 0.0984 | 3.76 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Marufuji Sheet Piling Co Ltd Analyses
Other Spline-GARCH Analyses on International Equities