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	param	t-stat
$m$	21
$α$	0.1593	21.84
$β$	0.7440	71.03
$γ$	0.0105	0.89
$λ_{1}$	0.0001	0.24
$λ_{2}$	0.0063	5.37
$λ_{3}$	0.9936	725.26

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Sumiken Mitsui Road Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:28.38% (+10.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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