Watanabe Sato Co MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.93% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1386 | 15.16 | |
| 0.5703 | 37.21 | |
| 0.2412 | 10.66 | |
| 0.0032 | 0.68 | |
| 0.0099 | 3.73 | |
| 0.9901 | 339.42 |
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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