Murae Organisor Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:82.57% (-8.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.6270 | 2.69 | |
| 0.2478 | 5.09 | |
| 0.6637 | 8.89 | |
| 18.3303 | 4.44 | |
| -23.7732 | -3.24 | |
| 8.0559 | 1.57 | |
| -4.3582 | -1.25 | |
| 2.6820 | 0.65 | |
| -3.4808 | -0.83 | |
| 6.5981 | 1.97 | |
| -7.0724 | -2.56 | |
| 3.8659 | 1.84 |
Estimation Period:
Jul 4, 2019 to Feb 6, 2026
Jul 4, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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