Dai-Ichi Cutter Kogyo MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.20% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1822 | 21.36 | |
| 0.7685 | 79.62 | |
| -0.1031 | -10.36 | |
| 0.0231 | 1.41 | |
| 0.0138 | 2.10 | |
| 0.9808 | 96.05 |
Estimation Period:
Jun 11, 2004 to Feb 10, 2026
Jun 11, 2004 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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