Denka Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:29.05% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0646 | 12.63 | |
| 0.6098 | 59.46 | |
| 0.1854 | 22.05 | |
| 0.0169 | 2.45 | |
| 0.0175 | 3.45 | |
| 0.9792 | 181.32 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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