Matsui Securities Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.11% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0420 | 22.03 | |
| 0.2784 | 47.27 | |
| 0.9767 | 884.71 | |
| -0.0286 | -5.83 |
Estimation Period:
Aug 1, 2001 to Feb 10, 2026
Aug 1, 2001 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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