Maruken Lease Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.61% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3838 | 7.47 | |
| 0.1343 | 5.95 | |
| 0.7804 | 20.11 | |
| 0.0594 | 3.33 | |
| -0.1178 | -3.83 | |
| 0.0991 | 3.51 | |
| -0.0761 | -3.15 | |
| 0.0641 | 3.74 | |
| -0.0333 | -3.08 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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