Matsuya Co Ltd (Dept Store) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.52% (-2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1164 | 6.16 | |
| 0.1107 | 7.95 | |
| 0.7866 | 27.11 | |
| -0.0038 | -0.08 | |
| 0.0251 | 0.35 | |
| -0.0966 | -2.35 | |
| 0.1882 | 5.24 | |
| -0.1860 | -4.82 | |
| 0.0981 | 2.19 | |
| -0.0461 | -1.06 | |
| 0.0402 | 1.03 | |
| -0.0255 | -0.69 | |
| 0.0078 | 0.28 |
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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