Daiho Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.68% (-2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.2219 | 24.42 | |
| 0.6458 | 66.72 | |
| -0.0099 | -0.76 | |
| 0.1289 | 2.65 | |
| 0.0723 | 2.90 | |
| 0.9114 | 28.89 |
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Jan 5, 1990 to Feb 10, 2026
News Impact Curve
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