Mitsui Soko Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:46.39% (-2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7631 | 7.69 | |
| 0.0992 | 8.47 | |
| 0.8583 | 60.38 | |
| 0.0875 | 4.16 | |
| -0.1441 | -4.51 | |
| 0.0949 | 4.27 | |
| -0.0647 | -2.36 | |
| 0.0647 | 1.48 | |
| -0.0808 | -1.31 | |
| 0.0876 | 1.20 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Mitsui Soko Holdings Co Ltd Analyses
Other Spline-GARCH Analyses on International Equities