Maruichi Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.63% (-4.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3198 | 1.31 | |
| 0.2491 | 5.41 | |
| 0.5192 | 10.31 | |
| -0.2159 | -0.70 | |
| 0.1377 | 0.35 | |
| 0.0230 | 0.17 | |
| 0.1259 | 1.35 | |
| -0.1320 | -1.56 | |
| 0.2381 | 2.54 | |
| -0.3753 | -3.55 | |
| 0.3133 | 3.05 | |
| -0.1449 | -1.96 |
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Oct 28, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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