Daishin Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:56.92% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0873 | 26.92 | |
| 0.7769 | 110.17 | |
| 0.0210 | 4.31 | |
| 0.1943 | 2.81 | |
| 0.3644 | 10.55 | |
| 0.6100 | 15.41 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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