Mori-Gumi Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:11.87% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2674 | 13.33 | |
| 0.6482 | 35.91 | |
| -0.1050 | -5.00 | |
| 0.0013 | 0.84 | |
| 0.0098 | 5.51 | |
| 0.9902 | 549.50 |
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Sep 30, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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