Daiichi Kensetsu Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:58.76% (+28.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1591 | 15.53 | |
| 0.6391 | 40.20 | |
| -0.0172 | -1.40 | |
| 0.0058 | 1.55 | |
| 0.0201 | 3.40 | |
| 0.9789 | 163.78 |
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Jan 20, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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