Yahagi Construction Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.47% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1399 | 18.15 | |
| 0.4771 | 26.81 | |
| 0.0778 | 6.63 | |
| 0.4224 | 0.73 | |
| 0.2562 | 1.02 | |
| 0.6672 | 1.90 |
Estimation Period:
Sep 30, 1993 to Feb 10, 2026
Sep 30, 1993 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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