Maruhachi Warehouse Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.01% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0978 | 7.45 | |
| 0.1085 | 6.03 | |
| 0.7888 | 19.43 | |
| 0.0165 | 0.54 | |
| -0.0858 | -1.86 | |
| 0.1161 | 3.35 | |
| -0.0481 | -1.09 | |
| -0.0077 | -0.16 | |
| 0.0056 | 0.14 | |
| 0.0604 | 1.41 |
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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