Maruhachi Securities Co Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.84% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0666 | 16.69 | |
| 0.1296 | 25.77 | |
| 0.8704 | 214.97 |
Estimation Period:
Nov 23, 2004 to Feb 10, 2026
Nov 23, 2004 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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