Maruken Lease Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.47% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4083 | 7.58 | |
| 0.1351 | 5.94 | |
| 0.7788 | 19.89 | |
| 0.0620 | 3.49 | |
| -0.1219 | -3.97 | |
| 0.1018 | 3.59 | |
| -0.0784 | -3.19 | |
| 0.0664 | 3.50 | |
| -0.0368 | -1.59 |
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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