Mitsui Soko Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.29% (-2.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6940 | 7.51 | |
| 0.0963 | 8.24 | |
| 0.8625 | 61.30 | |
| 0.0787 | 3.74 | |
| -0.1295 | -4.05 | |
| 0.0837 | 3.78 | |
| -0.0529 | -2.01 | |
| 0.0502 | 1.23 | |
| -0.0592 | -1.09 | |
| 0.0398 | 0.94 |
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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