Matsuya Co Ltd (Dept Store) Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.05% (+4.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1042 | 6.15 | |
| 0.1099 | 7.96 | |
| 0.7892 | 27.65 | |
| -0.0210 | -0.43 | |
| 0.0582 | 0.82 | |
| -0.1292 | -3.14 | |
| 0.2210 | 6.17 | |
| -0.2148 | -5.56 | |
| 0.1197 | 2.66 | |
| -0.0603 | -1.37 | |
| 0.0459 | 1.11 | |
| -0.0172 | -0.35 | |
| -0.0319 | -0.36 |
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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